BVT Call 42000 DJI2MN 20.09.2024/  DE000VM78EU2  /

EUWAX
2024-06-14  5:12:01 PM Chg.+0.140 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.520EUR +36.84% -
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: 621.53
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -31.86
Time value: 0.58
Break-even: 39,292.74
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.07
Theta: -1.55
Omega: 45.17
Rho: 6.81
 

Quote data

Open: 0.440
High: 0.520
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -83.95%
3 Months
  -83.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.380
1M High / 1M Low: 3.240 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   1.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   349.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -