BVT Put 42000 DJI2MN 21.06.2024
/ DE000VD0YNT2
BVT Put 42000 DJI2MN 21.06.2024/ DE000VD0YNT2 /
| 2024-05-08 8:58:11 AM |
Chg.+0.07 |
Bid10:24:53 AM |
Ask10:24:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.97EUR |
+0.79% |
8.96
Bid Size: 35,000 |
8.99
Ask Size: 35,000 |
Dow Jones Industrial... |
42,000.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VD0YNT |
| 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: |
2024-06-21 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-40.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
27.21 |
| Intrinsic value: |
28.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.09 |
| Parity: |
28.98 |
| Time value: |
-20.00 |
| Break-even: |
38,172.13 |
| Moneyness: |
1.08 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.97 |
| High: |
8.97 |
| Low: |
8.97 |
| Previous Close: |
8.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.19 |
8.90 |
| 1M High / 1M Low: |
9.19 |
8.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
19.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
