BVT Put 42000 DJI2MN 20.06.2025
/ DE000VM8D6T1
BVT Put 42000 DJI2MN 20.06.2025/ DE000VM8D6T1 /
| 7/9/2024 4:50:30 PM |
Chg.+0.210 |
Bid6:08:46 PM |
Ask6:08:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.440EUR |
+1.72% |
12.340
Bid Size: 35,000 |
12.410
Ask Size: 35,000 |
Dow Jones Industrial... |
42,000.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VM8D6T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42,000.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-29.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.91 |
| Intrinsic value: |
24.52 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.09 |
| Parity: |
24.52 |
| Time value: |
-12.21 |
| Break-even: |
37,547.66 |
| Moneyness: |
1.07 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
0.65% |
| Delta: |
-0.84 |
| Theta: |
2.77 |
| Omega: |
-24.78 |
| Rho: |
-300.77 |
Quote data
| Open: |
12.180 |
| High: |
12.440 |
| Low: |
12.180 |
| Previous Close: |
12.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.56% |
| 1 Month |
|
|
+0.65% |
| 3 Months |
|
|
-3.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.510 |
12.160 |
| 1M High / 1M Low: |
13.520 |
12.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
