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BVT Put 40000 DJI2MN 20.12.2024/  DE000VM6XNA0  /

EUWAX
2024-06-20  5:12:11 PM Chg.-0.24 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
9.32EUR -2.51% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 40,000.00 USD 2024-12-20 Put
 

Master data

WKN: VM6XNA
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: 2024-12-20
Issue date: 2023-12-13
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -37.41
Leverage: Yes

Calculated values

Fair value: 11.31
Intrinsic value: 10.84
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 10.84
Time value: -1.18
Break-even: 36,253.52
Moneyness: 1.03
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.09
Spread %: 0.94%
Delta: -0.58
Theta: 0.20
Omega: -21.66
Rho: -109.78
 

Quote data

Open: 9.51
High: 9.59
Low: 9.24
Previous Close: 9.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.16%
1 Month  
+24.10%
3 Months  
+19.49%
YTD
  -21.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.26 9.32
1M High / 1M Low: 11.46 7.50
6M High / 6M Low: 13.14 7.13
High (YTD): 2024-01-17 13.14
Low (YTD): 2024-05-16 7.13
52W High: - -
52W Low: - -
Avg. price 1W:   9.78
Avg. volume 1W:   0.00
Avg. price 1M:   9.60
Avg. volume 1M:   0.00
Avg. price 6M:   10.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.45%
Volatility 6M:   87.08%
Volatility 1Y:   -
Volatility 3Y:   -