BVT Put 39000 DJI2MN 20.06.2025
/ DE000VM76ME3
BVT Put 39000 DJI2MN 20.06.2025/ DE000VM76ME3 /
| 2024-05-14 7:46:45 PM |
Chg.+0.100 |
Bid8:44:30 PM |
Ask8:44:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+1.96% |
5.130
Bid Size: 35,000 |
5.160
Ask Size: 35,000 |
Dow Jones Industrial... |
39,000.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VM76ME |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39,000.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-71.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.09 |
| Parity: |
-4.00 |
| Time value: |
5.14 |
| Break-even: |
35,623.71 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
-0.26 |
| Theta: |
-0.24 |
| Omega: |
-18.20 |
| Rho: |
-108.68 |
Quote data
| Open: |
5.120 |
| High: |
5.210 |
| Low: |
5.090 |
| Previous Close: |
5.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.27% |
| 1 Month |
|
|
-17.69% |
| 3 Months |
|
|
-13.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.500 |
5.100 |
| 1M High / 1M Low: |
6.380 |
5.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
