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BVT Call 41000 DJI2MN 20.12.2024/  DE000VM68D96  /

EUWAX
20/09/2024  17:12:06 Chg.+0.25 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
13.48EUR +1.89% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 41,000.00 USD 20/12/2024 Call
 

Master data

WKN: VM68D9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 41,000.00 USD
Maturity: 20/12/2024
Issue date: 19/12/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 27.03
Leverage: Yes

Calculated values

Fair value: 14.96
Intrinsic value: 9.53
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 9.53
Time value: 4.41
Break-even: 38,121.66
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.12
Spread %: 0.87%
Delta: 0.82
Theta: -4.77
Omega: 22.29
Rho: 73.15
 

Quote data

Open: 13.67
High: 13.74
Low: 13.30
Previous Close: 13.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.91%
1 Month  
+37.83%
3 Months  
+113.63%
YTD  
+82.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.48 12.31
1M High / 1M Low: 13.48 9.34
6M High / 6M Low: 13.48 4.24
High (YTD): 20/09/2024 13.48
Low (YTD): 30/05/2024 4.24
52W High: - -
52W Low: - -
Avg. price 1W:   12.90
Avg. volume 1W:   0.00
Avg. price 1M:   11.33
Avg. volume 1M:   0.00
Avg. price 6M:   8.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.75%
Volatility 6M:   151.15%
Volatility 1Y:   -
Volatility 3Y:   -