BVT Put 42000 DJI2MN 20.12.2024
/ DE000VM78EQ0
BVT Put 42000 DJI2MN 20.12.2024/ DE000VM78EQ0 /
2024-04-26 8:01:23 PM |
Chg.-0.140 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.630EUR |
-0.89% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
42,000.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VM78EQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42,000.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-22.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
29.19 |
Intrinsic value: |
36.60 |
Implied volatility: |
- |
Historic volatility: |
0.09 |
Parity: |
36.60 |
Time value: |
-20.79 |
Break-even: |
37,696.67 |
Moneyness: |
1.10 |
Premium: |
-0.06 |
Premium p.a.: |
-0.09 |
Spread abs.: |
0.09 |
Spread %: |
0.57% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
15.630 |
High: |
15.820 |
Low: |
15.630 |
Previous Close: |
15.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
+33.13% |
3 Months |
|
|
+1.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
15.770 |
14.760 |
1M High / 1M Low: |
16.900 |
11.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |