BVT Put 41000 DJI2MN 20.12.2024
/ DE000VM68DX9
BVT Put 41000 DJI2MN 20.12.2024/ DE000VM68DX9 /
| 16/07/2024 17:11:43 |
Chg.-1.01 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.20EUR |
-12.30% |
-
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: |
-43.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.07 |
| Intrinsic value: |
7.23 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.09 |
| Parity: |
7.23 |
| Time value: |
1.26 |
| Break-even: |
36,771.55 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.09 |
| Spread %: |
1.07% |
| Delta: |
-0.52 |
| Theta: |
-0.48 |
| Omega: |
-22.52 |
| Rho: |
-85.93 |
Quote data
| Open: |
8.40 |
| High: |
8.47 |
| Low: |
7.20 |
| Previous Close: |
8.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.94% |
| 1 Month |
|
|
-44.36% |
| 3 Months |
|
|
-48.53% |
| YTD |
|
|
-46.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.24 |
8.21 |
| 1M High / 1M Low: |
12.88 |
8.21 |
| 6M High / 6M Low: |
15.31 |
8.21 |
| High (YTD): |
18/01/2024 |
15.31 |
| Low (YTD): |
15/07/2024 |
8.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.80% |
| Volatility 6M: |
|
83.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
