OverviewChartNewsTraderScreen

BVT Put 40000 DJI2MN 20.12.2024/  DE000VM6XNQ6  /

EUWAX
2024-07-09  5:12:04 PM Chg.+0.26 Bid6:44:13 PM Ask6:44:13 PM Underlying Strike price Expiration date Option type
4.52EUR +6.10% 4.35
Bid Size: 35,000		 4.40
Ask Size: 35,000		 Dow Jones Industrial... 40,000.00 USD 2024-12-20 Put
 

Master data

WKN: VM6XNQ
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: 2024-12-20
Issue date: 2023-12-13
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -81.27
Leverage: Yes

Calculated values

Fair value: 8.44
Intrinsic value: 6.05
Implied volatility: 0.05
Historic volatility: 0.09
Parity: 6.05
Time value: -1.58
Break-even: 36,485.05
Moneyness: 1.02
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.05
Spread %: 1.13%
Delta: -0.50
Theta: 0.49
Omega: -40.33
Rho: -83.01
 

Quote data

Open: 4.38
High: 4.59
Low: 4.36
Previous Close: 4.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.03%
1 Month
  -6.22%
3 Months
  -14.07%
YTD
  -27.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.71 4.26
1M High / 1M Low: 5.72 4.26
6M High / 6M Low: 6.90 3.77
High (YTD): 2024-01-18 6.90
Low (YTD): 2024-05-20 3.77
52W High: - -
52W Low: - -
Avg. price 1W:   4.47
Avg. volume 1W:   0.00
Avg. price 1M:   4.78
Avg. volume 1M:   0.00
Avg. price 6M:   5.13
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.47%
Volatility 6M:   76.99%
Volatility 1Y:   -
Volatility 3Y:   -