BVT Put 40000 DJI2MN 21.06.2024
/ DE000VM6XNC6
BVT Put 40000 DJI2MN 21.06.2024/ DE000VM6XNC6 /
| 6/6/2024 5:12:13 PM |
Chg.-1.19 |
Bid9:38:45 PM |
Ask9:38:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.06EUR |
-10.58% |
9.72
Bid Size: 35,000 |
9.98
Ask Size: 35,000 |
Dow Jones Industrial... |
40,000.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM6XNC |
| 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: |
6/21/2024 |
| Issue date: |
12/13/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-33.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.56 |
| Intrinsic value: |
10.97 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.09 |
| Parity: |
10.97 |
| Time value: |
-0.38 |
| Break-even: |
35,726.16 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.26 |
| Spread %: |
2.52% |
| Delta: |
-0.94 |
| Theta: |
0.78 |
| Omega: |
-31.62 |
| Rho: |
-14.20 |
Quote data
| Open: |
10.60 |
| High: |
10.60 |
| Low: |
9.34 |
| Previous Close: |
11.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.18% |
| 1 Month |
|
|
-4.10% |
| 3 Months |
|
|
+8.64% |
| YTD |
|
|
-15.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.52 |
11.25 |
| 1M High / 1M Low: |
15.52 |
3.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/30/2024 |
15.52 |
| Low (YTD): |
5/20/2024 |
3.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
