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BVT Put 41000 DJI2MN 20.12.2024/  DE000VM68DX9  /

EUWAX
2024-06-28  5:11:43 PM Chg.-0.25 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
11.06EUR -2.21% -
Bid Size: -		 -
Ask Size: -		 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: -31.94
Leverage: Yes

Calculated values

Fair value: 15.30
Intrinsic value: 17.15
Implied volatility: 0.04
Historic volatility: 0.09
Parity: 17.15
Time value: -5.70
Break-even: 37,144.84
Moneyness: 1.05
Premium: -0.02
Premium p.a.: -0.03
Spread abs.: 0.11
Spread %: 0.97%
Delta: -0.83
Theta: 2.39
Omega: -26.57
Rho: -151.35
 

Quote data

Open: 11.31
High: 11.31
Low: 10.70
Previous Close: 11.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month
  -2.56%
3 Months  
+14.14%
YTD
  -17.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.76 10.32
1M High / 1M Low: 14.11 10.32
6M High / 6M Low: 15.31 9.08
High (YTD): 2024-01-18 15.31
Low (YTD): 2024-05-20 9.08
52W High: - -
52W Low: - -
Avg. price 1W:   11.20
Avg. volume 1W:   0.00
Avg. price 1M:   12.34
Avg. volume 1M:   0.00
Avg. price 6M:   12.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.73%
Volatility 6M:   79.65%
Volatility 1Y:   -
Volatility 3Y:   -