BVT Put 41000 DJI2MN 21.03.2025
/ DE000VD3ZQV2
BVT Put 41000 DJI2MN 21.03.2025/ DE000VD3ZQV2 /
| 7/9/2024 8:56:28 AM |
Chg.+0.08 |
Bid10:27:43 AM |
Ask10:27:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.77EUR |
+1.41% |
5.76
Bid Size: 35,000 |
5.80
Ask Size: 35,000 |
Dow Jones Industrial... |
41,000.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD3ZQV |
| 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: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-62.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.71 |
| Intrinsic value: |
15.28 |
| Implied volatility: |
0.01 |
| Historic volatility: |
0.09 |
| Parity: |
15.28 |
| Time value: |
-9.44 |
| Break-even: |
37,271.36 |
| Moneyness: |
1.04 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.69% |
| Delta: |
-0.96 |
| Theta: |
3.49 |
| Omega: |
-59.85 |
| Rho: |
-248.25 |
Quote data
| Open: |
5.77 |
| High: |
5.77 |
| Low: |
5.77 |
| Previous Close: |
5.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
-3.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.06 |
5.69 |
| 1M High / 1M Low: |
6.42 |
5.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
