BVT Call 39000 DJI2MN 20.12.2024
/ DE000VU94HB5
BVT Call 39000 DJI2MN 20.12.2024/ DE000VU94HB5 /
6/24/2024 5:12:26 PM |
Chg.+1.10 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.50EUR |
+8.87% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
39,000.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/20/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
29.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.44 |
Intrinsic value: |
1.41 |
Implied volatility: |
0.08 |
Historic volatility: |
0.09 |
Parity: |
1.41 |
Time value: |
11.14 |
Break-even: |
37,745.20 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.11 |
Spread %: |
0.88% |
Delta: |
0.66 |
Theta: |
-4.35 |
Omega: |
19.28 |
Rho: |
112.47 |
Quote data
Open: |
12.35 |
High: |
13.50 |
Low: |
12.35 |
Previous Close: |
12.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.29% |
1 Month |
|
|
+8.78% |
3 Months |
|
|
-3.30% |
YTD |
|
|
+18.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.50 |
11.13 |
1M High / 1M Low: |
13.50 |
9.18 |
6M High / 6M Low: |
15.02 |
9.18 |
High (YTD): |
3/21/2024 |
15.02 |
Low (YTD): |
5/30/2024 |
9.18 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.99% |
Volatility 6M: |
|
78.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |