BVT Put 41000 DJI2MN 20.06.2025
/ DE000VM76N60
BVT Put 41000 DJI2MN 20.06.2025/ DE000VM76N60 /
| 2024-05-10 5:11:36 PM |
Chg.-0.34 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.07EUR |
-3.27% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
41,000.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-36.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.77 |
| Intrinsic value: |
13.81 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.09 |
| Parity: |
13.81 |
| Time value: |
-3.75 |
| Break-even: |
37,056.88 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.06 |
| Spread %: |
0.60% |
| Delta: |
-0.45 |
| Theta: |
0.50 |
| Omega: |
-16.56 |
| Rho: |
-195.93 |
Quote data
| Open: |
9.98 |
| High: |
10.07 |
| Low: |
9.91 |
| Previous Close: |
10.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-20.40% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.15 |
10.07 |
| 1M High / 1M Low: |
13.17 |
10.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
