BVT Put 39000 DJI2MN 20.06.2025
/ DE000VM76ME3
BVT Put 39000 DJI2MN 20.06.2025/ DE000VM76ME3 /
| 5/30/2024 1:43:04 PM |
Chg.+0.180 |
Bid4:37:23 PM |
Ask4:37:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+3.27% |
5.690
Bid Size: 35,000 |
5.720
Ask Size: 35,000 |
Dow Jones Industrial... |
39,000.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-64.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.99 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.09 |
| Parity: |
5.17 |
| Time value: |
0.38 |
| Break-even: |
35,552.43 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.54% |
| Delta: |
-0.34 |
| Theta: |
0.18 |
| Omega: |
-21.76 |
| Rho: |
-133.60 |
Quote data
| Open: |
5.710 |
| High: |
5.710 |
| Low: |
5.690 |
| Previous Close: |
5.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.80% |
| 1 Month |
|
|
-5.79% |
| 3 Months |
|
|
+2.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.510 |
5.140 |
| 1M High / 1M Low: |
6.040 |
4.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
