BVT Put 41000 DJI2MN 20.12.2024
/ DE000VM68DX9
BVT Put 41000 DJI2MN 20.12.2024/ DE000VM68DX9 /
| 02/08/2024 17:11:40 |
Chg.+2.29 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.89EUR |
+26.63% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
41,000.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-42.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.85 |
| Intrinsic value: |
6.04 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.09 |
| Parity: |
6.04 |
| Time value: |
2.84 |
| Break-even: |
37,122.83 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
0.91% |
| Delta: |
-0.50 |
| Theta: |
-1.07 |
| Omega: |
-21.20 |
| Rho: |
-75.64 |
Quote data
| Open: |
9.37 |
| High: |
10.89 |
| Low: |
9.37 |
| Previous Close: |
8.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.84% |
| 1 Month |
|
|
-2.68% |
| 3 Months |
|
|
-13.43% |
| YTD |
|
|
-19.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.89 |
7.32 |
| 1M High / 1M Low: |
11.24 |
6.88 |
| 6M High / 6M Low: |
14.53 |
6.88 |
| High (YTD): |
18/01/2024 |
15.31 |
| Low (YTD): |
18/07/2024 |
6.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.51% |
| Volatility 6M: |
|
106.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
