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BVT Call 40000 DJI2MN 20.12.2024/  DE000VM6XNE2  /

EUWAX
24/06/2024  17:12:21 Chg.+0.49 Bid19:27:15 Ask19:27:15 Underlying Strike price Expiration date Option type
6.29EUR +8.45% 6.17
Bid Size: 35,000		 6.22
Ask Size: 35,000		 Dow Jones Industrial... 40,000.00 USD 20/12/2024 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: 20/12/2024
Issue date: 13/12/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 62.40
Leverage: Yes

Calculated values

Fair value: 8.44
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.09
Parity: -7.95
Time value: 5.87
Break-even: 38,012.85
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.86%
Delta: 0.47
Theta: -3.48
Omega: 29.65
Rho: 82.41
 

Quote data

Open: 5.79
High: 6.29
Low: 5.79
Previous Close: 5.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.85%
1 Month  
+7.71%
3 Months
  -10.91%
YTD  
+5.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.80 5.12
1M High / 1M Low: 5.84 4.60
6M High / 6M Low: 7.28 4.60
High (YTD): 21/03/2024 7.28
Low (YTD): 30/05/2024 4.60
52W High: - -
52W Low: - -
Avg. price 1W:   5.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.28
Avg. volume 1M:   0.00
Avg. price 6M:   5.97
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.39%
Volatility 6M:   59.99%
Volatility 1Y:   -
Volatility 3Y:   -