BVT Put 40750 DJI2MN 17.05.2024
/ DE000VD0YMX6
BVT Put 40750 DJI2MN 17.05.2024/ DE000VD0YMX6 /
2024-05-08 5:12:39 PM |
Chg.0.00 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
40,750.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
VD0YMX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40,750.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-05-17 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-20.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.20 |
Historic volatility: |
0.09 |
Parity: |
1.74 |
Time value: |
0.00 |
Break-even: |
36,167.33 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
1.16% |
Delta: |
-0.92 |
Theta: |
-5.71 |
Omega: |
-19.16 |
Rho: |
-8.65 |
Quote data
Open: |
1.71 |
High: |
1.76 |
Low: |
1.65 |
Previous Close: |
1.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.82% |
1 Month |
|
|
+3.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
1.65 |
1M High / 1M Low: |
2.70 |
1.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |