BVT Call 190 DHR 21.06.2024
/ DE000VM4M5L3
BVT Call 190 DHR 21.06.2024/ DE000VM4M5L3 /
2024-06-07 7:43:43 PM |
Chg.-0.200 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.960EUR |
-2.79% |
- Bid Size: - |
- Ask Size: - |
Danaher Corporation |
190.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM4M5L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-27 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.79 |
Intrinsic value: |
6.77 |
Implied volatility: |
0.83 |
Historic volatility: |
0.20 |
Parity: |
6.77 |
Time value: |
0.04 |
Break-even: |
244.00 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.15% |
Delta: |
0.99 |
Theta: |
-0.07 |
Omega: |
3.52 |
Rho: |
0.06 |
Quote data
Open: |
7.170 |
High: |
7.170 |
Low: |
6.960 |
Previous Close: |
7.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.37% |
1 Month |
|
|
+24.06% |
3 Months |
|
|
+10.83% |
YTD |
|
|
+46.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.190 |
6.480 |
1M High / 1M Low: |
7.300 |
5.610 |
6M High / 6M Low: |
7.300 |
3.680 |
High (YTD): |
2024-05-22 |
7.300 |
Low (YTD): |
2024-01-17 |
3.950 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.585 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.531 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.24% |
Volatility 6M: |
|
82.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |