BVT Call 39500 DJI2MN 17.05.2024
/ DE000VM9PTE9
BVT Call 39500 DJI2MN 17.05.2024/ DE000VM9PTE9 /
2024-05-03 5:12:15 PM |
Chg.+0.043 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
+238.89% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
39,500.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
VM9PTE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
39,500.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-05-17 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
403.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.09 |
Parity: |
-0.77 |
Time value: |
0.09 |
Break-even: |
36,793.75 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.01 |
Spread %: |
18.67% |
Delta: |
0.20 |
Theta: |
-9.50 |
Omega: |
79.66 |
Rho: |
2.49 |
Quote data
Open: |
0.050 |
High: |
0.079 |
Low: |
0.050 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.39% |
1 Month |
|
|
-88.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.018 |
1M High / 1M Low: |
0.530 |
0.018 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.051 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
985.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |