BVT Put 40000 DJI2MN 20.06.2025
/ DE000VM76MN4
BVT Put 40000 DJI2MN 20.06.2025/ DE000VM76MN4 /
26/09/2024 10:33:47 |
Chg.-0.070 |
Bid12:58:54 |
Ask12:58:54 |
Underlying |
Strike price |
Expiration date |
Option type |
3.790EUR |
-1.81% |
3.790 Bid Size: 35,000 |
3.820 Ask Size: 35,000 |
Dow Jones Industrial... |
40,000.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
VM76MN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40,000.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
09/01/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-96.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.09 |
Parity: |
-17.20 |
Time value: |
3.90 |
Break-even: |
35,549.39 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.78% |
Delta: |
-0.20 |
Theta: |
-1.03 |
Omega: |
-19.24 |
Rho: |
-57.79 |
Quote data
Open: |
3.790 |
High: |
3.790 |
Low: |
3.790 |
Previous Close: |
3.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.05% |
1 Month |
|
|
-15.59% |
3 Months |
|
|
-35.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.950 |
3.800 |
1M High / 1M Low: |
4.900 |
3.800 |
6M High / 6M Low: |
6.820 |
3.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.874 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.277 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.490 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.92% |
Volatility 6M: |
|
49.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |