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BVT Put 40000 DJI2MN 20.06.2025/  DE000VM76MN4  /

Frankfurt Zert./VONT
25/09/2024  20:03:48 Chg.+0.060 Bid10:11:27 Ask10:11:27 Underlying Strike price Expiration date Option type
3.860EUR +1.58% 3.810
Bid Size: 35,000		 3.840
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: 3.860
Low: 3.780
Previous Close: 3.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.28%
1 Month
  -14.03%
3 Months
  -33.90%
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:   -