BVT Put 40000 DJI2MN 21.03.2025
/ DE000VD3ZQT6
BVT Put 40000 DJI2MN 21.03.2025/ DE000VD3ZQT6 /
2024-05-10 7:50:31 PM |
Chg.+0.390 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.960EUR |
+8.53% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
40,000.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VD3ZQT |
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: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-73.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.66 |
Intrinsic value: |
4.52 |
Implied volatility: |
0.06 |
Historic volatility: |
0.09 |
Parity: |
4.52 |
Time value: |
0.46 |
Break-even: |
36,636.51 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.04 |
Spread %: |
0.81% |
Delta: |
-0.35 |
Theta: |
0.17 |
Omega: |
-25.47 |
Rho: |
-113.32 |
Quote data
Open: |
4.470 |
High: |
4.960 |
Low: |
4.470 |
Previous Close: |
4.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.17% |
1 Month |
|
|
-14.34% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.960 |
4.570 |
1M High / 1M Low: |
5.940 |
4.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |