BVT Put 40000 DJI2MN 20.09.2024
/ DE000VM6J1R2
BVT Put 40000 DJI2MN 20.09.2024/ DE000VM6J1R2 /
| 6/24/2024 7:51:37 PM |
Chg.-0.340 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
-7.46% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
40,000.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM6J1R |
| 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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-79.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.06 |
| Intrinsic value: |
7.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
7.95 |
| Time value: |
-3.37 |
| Break-even: |
36,967.85 |
| Moneyness: |
1.02 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.420 |
| High: |
4.420 |
| Low: |
3.940 |
| Previous Close: |
4.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.38% |
| 1 Month |
|
|
-7.86% |
| 3 Months |
|
|
+3.94% |
| YTD |
|
|
-27.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
4.560 |
| 1M High / 1M Low: |
6.040 |
4.550 |
| 6M High / 6M Low: |
6.570 |
3.510 |
| High (YTD): |
1/17/2024 |
6.570 |
| Low (YTD): |
5/17/2024 |
3.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.62% |
| Volatility 6M: |
|
90.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
