BVT Call 40250 DJI2MN 18.10.2024
/ DE000VD9N9C7
BVT Call 40250 DJI2MN 18.10.2024/ DE000VD9N9C7 /
| 10/2/2024 4:46:18 PM |
Chg.+0.030 |
Bid7:16:10 PM |
Ask7:16:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
+1.54% |
1.920
Bid Size: 197,000 |
1.940
Ask Size: 197,000 |
Dow Jones Industrial... |
40,250.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VD9N9C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,250.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
7/10/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.09 |
| Parity: |
1.72 |
| Time value: |
0.26 |
| Break-even: |
38,357.28 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.82 |
| Theta: |
-19.38 |
| Omega: |
15.79 |
| Rho: |
12.84 |
Quote data
| Open: |
1.850 |
| High: |
1.980 |
| Low: |
1.840 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+18.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.740 |
| 1M High / 1M Low: |
2.120 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
