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BVT Call 39000 DJI2MN 20.12.2024/  DE000VU94HB5  /

EUWAX
2024-05-24  5:12:13 PM Chg.-0.64 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
12.41EUR -4.90% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 39,000.00 USD 2024-12-20 Call
 

Master data

WKN: VU94HB
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: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 29.64
Leverage: Yes

Calculated values

Fair value: 14.36
Intrinsic value: 0.64
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 0.64
Time value: 11.51
Break-even: 37,169.48
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 0.83%
Delta: 0.69
Theta: -4.00
Omega: 20.41
Rho: 135.01
 

Quote data

Open: 12.13
High: 12.41
Low: 12.13
Previous Close: 13.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.40%
1 Month  
+18.87%
3 Months
  -9.02%
YTD  
+9.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.70 12.41
1M High / 1M Low: 14.70 10.44
6M High / 6M Low: 15.02 6.14
High (YTD): 2024-03-21 15.02
Low (YTD): 2024-01-18 9.48
52W High: - -
52W Low: - -
Avg. price 1W:   13.73
Avg. volume 1W:   0.00
Avg. price 1M:   12.82
Avg. volume 1M:   0.00
Avg. price 6M:   11.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.24%
Volatility 6M:   71.22%
Volatility 1Y:   -
Volatility 3Y:   -