BVT Put 40750 DJI2MN 21.06.2024
/ DE000VD0YML1
BVT Put 40750 DJI2MN 21.06.2024/ DE000VD0YML1 /
| 2024-05-07 7:51:07 PM |
Chg.-0.060 |
Bid10:14:26 AM |
Ask10:14:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-3.47% |
1.670
Bid Size: 189,000 |
1.690
Ask Size: 189,000 |
Dow Jones Industrial... |
40,750.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VD0YML |
| 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: |
2024-06-21 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.09 |
| Parity: |
1.74 |
| Time value: |
-0.06 |
| Break-even: |
36,227.33 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
-0.84 |
| Theta: |
-0.67 |
| Omega: |
-18.15 |
| Rho: |
-38.78 |
Quote data
| Open: |
1.670 |
| High: |
1.680 |
| Low: |
1.610 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.71% |
| 1 Month |
|
|
-2.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
1.670 |
| 1M High / 1M Low: |
2.700 |
1.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.883 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
