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BVT Put 40000 DJI2MN 20.09.2024/  DE000VM6J1R2  /

Frankfurt Zert./VONT
8/2/2024  7:51:48 PM Chg.+0.880 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
4.150EUR +26.91% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 40,000.00 USD 9/20/2024 Put
 

Master data

WKN: VM6J1R
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: 9/20/2024
Issue date: 12/7/2023
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -91.74
Leverage: Yes

Calculated values

Fair value: 5.16
Intrinsic value: 2.41
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 2.41
Time value: 1.56
Break-even: 36,263.25
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 1.53%
Delta: -0.52
Theta: -1.84
Omega: -48.11
Rho: -25.65
 

Quote data

Open: 3.610
High: 4.150
Low: 3.610
Previous Close: 3.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+57.20%
1 Month
  -7.78%
3 Months
  -18.95%
YTD
  -28.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.150 2.180
1M High / 1M Low: 4.500 2.110
6M High / 6M Low: 6.510 2.110
High (YTD): 1/17/2024 6.570
Low (YTD): 7/17/2024 2.110
52W High: - -
52W Low: - -
Avg. price 1W:   2.994
Avg. volume 1W:   0.000
Avg. price 1M:   3.253
Avg. volume 1M:   0.000
Avg. price 6M:   4.629
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.18%
Volatility 6M:   144.45%
Volatility 1Y:   -
Volatility 3Y:   -