BVT Put 40750 DJI2MN 21.06.2024
/ DE000VD0YML1
BVT Put 40750 DJI2MN 21.06.2024/ DE000VD0YML1 /
| 17/05/2024 19:51:45 |
Chg.-0.020 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
40,750.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-46.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.09 |
| Parity: |
0.69 |
| Time value: |
0.10 |
| Break-even: |
36,702.81 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
-0.68 |
| Theta: |
-3.36 |
| Omega: |
-31.60 |
| Rho: |
-23.99 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.67% |
| 1 Month |
|
|
-65.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.820 |
| 1M High / 1M Low: |
2.410 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
