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BVT Put 41000 DJI2MN 20.12.2024/  DE000VM68DX9  /

Frankfurt Zert./VONT
2024-09-06  8:04:08 PM Chg.+1.130 Bid8:04:59 AM Ask8:04:59 AM Underlying Strike price Expiration date Option type
8.180EUR +16.03% 7.910
Bid Size: 35,000		 7.990
Ask Size: 35,000		 Dow Jones Industrial... 41,000.00 USD 2024-12-20 Put
 

Master data

WKN: VM68DX
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: 2024-12-20
Issue date: 2023-12-19
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -44.06
Leverage: Yes

Calculated values

Fair value: 8.52
Intrinsic value: 5.91
Implied volatility: 0.09
Historic volatility: 0.09
Parity: 5.91
Time value: 2.35
Break-even: 36,159.92
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.09
Spread %: 1.10%
Delta: -0.54
Theta: -1.41
Omega: -23.75
Rho: -58.27
 

Quote data

Open: 7.440
High: 8.180
Low: 7.410
Previous Close: 7.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.64%
1 Month
  -21.12%
3 Months
  -30.85%
YTD
  -39.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.180 5.430
1M High / 1M Low: 10.840 5.430
6M High / 6M Low: 14.630 5.430
High (YTD): 2024-01-18 15.670
Low (YTD): 2024-09-02 5.430
52W High: - -
52W Low: - -
Avg. price 1W:   6.782
Avg. volume 1W:   0.000
Avg. price 1M:   7.265
Avg. volume 1M:   0.000
Avg. price 6M:   10.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.92%
Volatility 6M:   118.13%
Volatility 1Y:   -
Volatility 3Y:   -