BVT Put 42000 DJI2MN 20.06.2025
/ DE000VM8D6T1
BVT Put 42000 DJI2MN 20.06.2025/ DE000VM8D6T1 /
| 9/9/2024 5:12:50 PM |
Chg.-0.34 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.25EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-33.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.71 |
| Intrinsic value: |
14.92 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.10 |
| Parity: |
14.92 |
| Time value: |
-4.20 |
| Break-even: |
36,811.23 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
0.47% |
| Delta: |
-0.58 |
| Theta: |
0.74 |
| Omega: |
-19.63 |
| Rho: |
-172.03 |
Quote data
| Open: |
10.54 |
| High: |
10.54 |
| Low: |
10.20 |
| Previous Close: |
10.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.01% |
| 1 Month |
|
|
-16.12% |
| 3 Months |
|
|
-17.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.59 |
8.76 |
| 1M High / 1M Low: |
12.22 |
8.76 |
| 6M High / 6M Low: |
14.71 |
8.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.81% |
| Volatility 6M: |
|
72.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
