BVT Put 40000 DJI2MN 20.06.2025
/ DE000VM76MN4
BVT Put 40000 DJI2MN 20.06.2025/ DE000VM76MN4 /
5/24/2024 5:12:32 PM |
Chg.+0.05 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.66EUR |
+0.89% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
40,000.00 USD |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
1/9/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-62.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.31 |
Intrinsic value: |
8.58 |
Implied volatility: |
0.06 |
Historic volatility: |
0.09 |
Parity: |
8.58 |
Time value: |
-2.82 |
Break-even: |
36,300.39 |
Moneyness: |
1.02 |
Premium: |
-0.01 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.03 |
Spread %: |
0.52% |
Delta: |
-0.37 |
Theta: |
0.43 |
Omega: |
-23.44 |
Rho: |
-150.81 |
Quote data
Open: |
5.80 |
High: |
5.80 |
Low: |
5.66 |
Previous Close: |
5.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.19% |
1 Month |
|
|
-11.15% |
3 Months |
|
|
-8.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.66 |
5.33 |
1M High / 1M Low: |
6.40 |
5.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |