BVT Call 40000 DJI2MN 20.12.2024
/ DE000VM6XNE2
BVT Call 40000 DJI2MN 20.12.2024/ DE000VM6XNE2 /
| 9/26/2024 8:41:50 AM |
Chg.+0.05 |
Bid10:08:32 AM |
Ask10:08:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.23EUR |
+0.61% |
8.26
Bid Size: 35,000 |
8.30
Ask Size: 35,000 |
Dow Jones Industrial... |
40,000.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/13/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
46.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.94 |
| Intrinsic value: |
17.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
17.20 |
| Time value: |
-9.02 |
| Break-even: |
36,757.39 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.49% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.23 |
| High: |
8.23 |
| Low: |
8.23 |
| Previous Close: |
8.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.11% |
| 1 Month |
|
|
+7.72% |
| 3 Months |
|
|
+46.44% |
| YTD |
|
|
+38.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.34 |
8.06 |
| 1M High / 1M Low: |
8.34 |
6.53 |
| 6M High / 6M Low: |
8.34 |
4.60 |
| High (YTD): |
9/24/2024 |
8.34 |
| Low (YTD): |
5/30/2024 |
4.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.46% |
| Volatility 6M: |
|
76.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
