BVT Put 42000 DJI2MN 20.09.2024
/ DE000VD6JJV4
BVT Put 42000 DJI2MN 20.09.2024/ DE000VD6JJV4 /
| 06/09/2024 19:43:14 |
Chg.+0.350 |
Bid21:59:25 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+31.53% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
42,000.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD6JJV |
| 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: |
20/09/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.09 |
| Parity: |
1.12 |
| Time value: |
1.88 |
| Break-even: |
34,799.87 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
2.68 |
| Spread abs.: |
1.89 |
| Spread %: |
170.27% |
| Delta: |
-0.54 |
| Theta: |
-83.01 |
| Omega: |
-6.57 |
| Rho: |
-8.71 |
Quote data
| Open: |
1.210 |
| High: |
1.460 |
| Low: |
1.210 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.11% |
| 1 Month |
|
|
-44.49% |
| 3 Months |
|
|
-40.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
0.560 |
| 1M High / 1M Low: |
2.630 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
60 |
| Avg. price 1M: |
|
1.306 |
| Avg. volume 1M: |
|
22.609 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
