BVT Put 40000 DJI2MN 20.06.2025
/ DE000VM76NB7
BVT Put 40000 DJI2MN 20.06.2025/ DE000VM76NB7 /
| 2024-05-02 7:51:16 PM |
Chg.-0.190 |
Bid10:07:03 AM |
Ask10:07:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.770EUR |
-1.73% |
10.320
Bid Size: 35,000 |
10.380
Ask Size: 35,000 |
Dow Jones Industrial... |
40,000.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VM76NB |
| 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: |
2025-06-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-33.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.07 |
| Intrinsic value: |
16.54 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.09 |
| Parity: |
16.54 |
| Time value: |
-5.82 |
| Break-even: |
36,207.53 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.06 |
| Spread %: |
0.56% |
| Delta: |
-0.49 |
| Theta: |
0.72 |
| Omega: |
-16.41 |
| Rho: |
-211.17 |
Quote data
| Open: |
10.940 |
| High: |
10.990 |
| Low: |
10.770 |
| Previous Close: |
10.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+13.61% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.960 |
10.430 |
| 1M High / 1M Low: |
11.730 |
9.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
