BVT Call 40000 DJI2MN 20.12.2024
/ DE000VM6XNE2
BVT Call 40000 DJI2MN 20.12.2024/ DE000VM6XNE2 /
2024-05-24 5:11:58 PM |
Chg.-0.31 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.84EUR |
-5.04% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
40,000.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VM6XNE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40,000.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-13 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
62.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.06 |
Historic volatility: |
0.09 |
Parity: |
-8.58 |
Time value: |
5.73 |
Break-even: |
37,449.39 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
0.88% |
Delta: |
0.49 |
Theta: |
-3.23 |
Omega: |
30.92 |
Rho: |
98.14 |
Quote data
Open: |
5.76 |
High: |
5.84 |
Low: |
5.75 |
Previous Close: |
6.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.71% |
1 Month |
|
|
+12.52% |
3 Months |
|
|
-13.22% |
YTD |
|
|
-2.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.84 |
5.84 |
1M High / 1M Low: |
6.84 |
5.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-21 |
7.28 |
Low (YTD): |
2024-01-18 |
5.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |