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BVT Put 40000 DJI2MN 20.09.2024/  DE000VM6J1R2  /

Frankfurt Zert./VONT
9/9/2024  7:50:25 PM Chg.-1.050 Bid7:51:13 PM Ask7:51:13 PM Underlying Strike price Expiration date Option type
1.160EUR -47.51% 1.180
Bid Size: 35,000		 1.240
Ask Size: 35,000		 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: -156.18
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.10
Parity: -3.12
Time value: 2.33
Break-even: 35,846.27
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 3.10%
Delta: -0.35
Theta: -15.01
Omega: -55.08
Rho: -3.94
 

Quote data

Open: 1.940
High: 1.940
Low: 1.160
Previous Close: 2.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+118.87%
1 Month
  -71.91%
3 Months
  -75.63%
YTD
  -80.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 0.530
1M High / 1M Low: 4.630 0.530
6M High / 6M Low: 6.510 0.530
High (YTD): 1/17/2024 6.570
Low (YTD): 9/2/2024 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   1.376
Avg. volume 1W:   0.000
Avg. price 1M:   1.922
Avg. volume 1M:   1,092.381
Avg. price 6M:   4.127
Avg. volume 6M:   180.630
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   611.38%
Volatility 6M:   277.61%
Volatility 1Y:   -
Volatility 3Y:   -