BVT Call 42000 DJI2MN 20.09.2024/  DE000VM78EU2  /

Frankfurt Zert./VONT
2024-06-20  8:04:17 PM Chg.+0.180 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.770EUR +30.51% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 42,000.00 USD 2024-09-20 Call
 

Master data

WKN: VM78EU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,000.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-10
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 582.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -29.45
Time value: 0.62
Break-even: 39,142.49
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.08
Theta: -1.69
Omega: 46.49
Rho: 7.11
 

Quote data

Open: 0.610
High: 0.770
Low: 0.610
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+79.07%
1 Month
  -72.20%
3 Months
  -81.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.430
1M High / 1M Low: 2.770 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.947
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   324.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -