OverviewChartNewsTraderScreen

BVT Put 40000 DJI2MN 20.06.2025/  DE000VM76MN4  /

Frankfurt Zert./VONT
09/07/2024  14:07:12 Chg.-0.010 Bid15:05:41 Ask15:05:41 Underlying Strike price Expiration date Option type
5.640EUR -0.18% 5.640
Bid Size: 35,000		 5.680
Ask Size: 35,000		 Dow Jones Industrial... 40,000.00 USD 20/06/2025 Put
 

Master data

WKN: VM76MN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 40,000.00 USD
Maturity: 20/06/2025
Issue date: 09/01/2024
Last trading day: 20/06/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -63.73
Leverage: Yes

Calculated values

Fair value: 9.14
Intrinsic value: 6.05
Implied volatility: 0.06
Historic volatility: 0.09
Parity: 6.05
Time value: -0.35
Break-even: 36,362.05
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.71%
Delta: -0.37
Theta: 0.22
Omega: -23.61
Rho: -132.87
 

Quote data

Open: 5.630
High: 5.640
Low: 5.630
Previous Close: 5.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.09%
1 Month
  -3.75%
3 Months
  -9.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.820 5.650
1M High / 1M Low: 6.120 5.650
6M High / 6M Low: 6.920 5.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.744
Avg. volume 1W:   0.000
Avg. price 1M:   5.860
Avg. volume 1M:   0.000
Avg. price 6M:   6.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   25.75%
Volatility 6M:   41.28%
Volatility 1Y:   -
Volatility 3Y:   -