BVT Call 39000 DJI2MN 20.12.2024
/ DE000VU94G67
BVT Call 39000 DJI2MN 20.12.2024/ DE000VU94G67 /
| 2024-05-02 5:16:03 PM |
Chg.-0.08 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.23EUR |
-1.27% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
39,000.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VU94G6 |
| 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: |
58.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.09 |
| Parity: |
-10.23 |
| Time value: |
6.03 |
| Break-even: |
36,993.61 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.48 |
| Theta: |
-3.16 |
| Omega: |
27.97 |
| Rho: |
103.30 |
Quote data
| Open: |
6.12 |
| High: |
6.23 |
| Low: |
6.04 |
| Previous Close: |
6.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
-16.49% |
| 3 Months |
|
|
-12.87% |
| YTD |
|
|
-6.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.42 |
6.18 |
| 1M High / 1M Low: |
7.46 |
6.02 |
| 6M High / 6M Low: |
8.26 |
4.15 |
| High (YTD): |
2024-03-21 |
8.26 |
| Low (YTD): |
2024-01-18 |
5.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.74% |
| Volatility 6M: |
|
47.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
