BVT Put 41000 DJI2MN 20.06.2025
/ DE000VM76N60
BVT Put 41000 DJI2MN 20.06.2025/ DE000VM76N60 /
| 5/24/2024 7:43:54 PM |
Chg.+0.060 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.490EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
41,000.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VM76N6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,000.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-33.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.71 |
| Intrinsic value: |
17.80 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.09 |
| Parity: |
17.80 |
| Time value: |
-7.14 |
| Break-even: |
36,732.30 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.06 |
| Spread %: |
0.57% |
| Delta: |
-0.53 |
| Theta: |
0.94 |
| Omega: |
-18.03 |
| Rho: |
-217.31 |
Quote data
| Open: |
10.570 |
| High: |
10.620 |
| Low: |
10.490 |
| Previous Close: |
10.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-1.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.490 |
9.490 |
| 1M High / 1M Low: |
12.520 |
9.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
