BVT Call 41000 DJI2MN 20.06.2025/  DE000VM76M46  /

Frankfurt Zert./VONT
8/2/2024  7:52:04 PM Chg.-0.570 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
6.940EUR -7.59% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 41,000.00 USD 6/20/2025 Call
 

Master data

WKN: VM76M4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 41,000.00 USD
Maturity: 6/20/2025
Issue date: 1/9/2024
Last trading day: 6/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 50.94
Leverage: Yes

Calculated values

Fair value: 12.51
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.09
Parity: -11.57
Time value: 7.15
Break-even: 38,291.76
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 0.56%
Delta: 0.51
Theta: -2.88
Omega: 26.13
Rho: 158.09
 

Quote data

Open: 7.500
High: 7.500
Low: 6.940
Previous Close: 7.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month  
+0.58%
3 Months
  -1.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.220 6.940
1M High / 1M Low: 8.510 6.830
6M High / 6M Low: 8.510 6.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.690
Avg. volume 1W:   0.000
Avg. price 1M:   7.537
Avg. volume 1M:   0.000
Avg. price 6M:   7.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.08%
Volatility 6M:   44.47%
Volatility 1Y:   -
Volatility 3Y:   -