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BVT Call 39000 DJI2MN 20.09.2024/  DE000VM49PJ2  /

EUWAX
2024-06-24  5:12:40 PM Chg.+0.63 Bid7:15:06 PM Ask7:15:06 PM Underlying Strike price Expiration date Option type
6.75EUR +10.29% 6.57
Bid Size: 35,000		 6.64
Ask Size: 35,000		 Dow Jones Industrial... 39,000.00 USD 2024-09-20 Call
 

Master data

WKN: VM49PJ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,000.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 58.42
Leverage: Yes

Calculated values

Fair value: 8.89
Intrinsic value: 1.41
Implied volatility: 0.05
Historic volatility: 0.09
Parity: 1.41
Time value: 4.86
Break-even: 37,117.20
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 1.13%
Delta: 0.70
Theta: -4.23
Omega: 40.92
Rho: 60.37
 

Quote data

Open: 6.14
High: 6.75
Low: 6.14
Previous Close: 6.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.66%
1 Month  
+8.70%
3 Months
  -6.25%
YTD  
+16.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.12 5.05
1M High / 1M Low: 6.21 4.44
6M High / 6M Low: 7.50 4.44
High (YTD): 2024-03-21 7.50
Low (YTD): 2024-05-30 4.44
52W High: - -
52W Low: - -
Avg. price 1W:   5.49
Avg. volume 1W:   0.00
Avg. price 1M:   5.34
Avg. volume 1M:   0.00
Avg. price 6M:   6.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.05%
Volatility 6M:   76.11%
Volatility 1Y:   -
Volatility 3Y:   -