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BVT Put 41000 DJI2MN 20.06.2025/  DE000VM76N60  /

Frankfurt Zert./VONT
7/9/2024  10:13:22 AM Chg.-0.060 Bid12:41:25 PM Ask12:41:25 PM Underlying Strike price Expiration date Option type
10.340EUR -0.58% 10.320
Bid Size: 35,000		 10.390
Ask Size: 35,000		 Dow Jones Industrial... 41,000.00 USD 6/20/2025 Put
 

Master data

WKN: VM76N6
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
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: -34.60
Leverage: Yes

Calculated values

Fair value: 13.51
Intrinsic value: 15.28
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 15.28
Time value: -4.78
Break-even: 36,805.36
Moneyness: 1.04
Premium: -0.01
Premium p.a.: -0.01
Spread abs.: 0.07
Spread %: 0.67%
Delta: -0.53
Theta: 0.70
Omega: -18.33
Rho: -192.40
 

Quote data

Open: 10.340
High: 10.340
Low: 10.340
Previous Close: 10.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month
  -4.08%
3 Months
  -9.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.890 10.400
1M High / 1M Low: 11.760 10.370
6M High / 6M Low: 13.550 9.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.616
Avg. volume 1W:   0.000
Avg. price 1M:   10.948
Avg. volume 1M:   0.000
Avg. price 6M:   11.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.08%
Volatility 6M:   51.02%
Volatility 1Y:   -
Volatility 3Y:   -