BVT Call 190 DHR 21.06.2024
/ DE000VM4M5L3
BVT Call 190 DHR 21.06.2024/ DE000VM4M5L3 /
| 2024-05-28 8:55:49 AM |
Chg.+0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.93EUR |
+1.61% |
-
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: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.74 |
| Intrinsic value: |
6.70 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.20 |
| Parity: |
6.70 |
| Time value: |
0.22 |
| Break-even: |
244.13 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
2.22% |
| Delta: |
0.94 |
| Theta: |
-0.17 |
| Omega: |
3.27 |
| Rho: |
0.10 |
Quote data
| Open: |
6.93 |
| High: |
6.93 |
| Low: |
6.93 |
| Previous Close: |
6.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
+28.33% |
| 3 Months |
|
|
+8.11% |
| YTD |
|
|
+46.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.25 |
6.73 |
| 1M High / 1M Low: |
7.25 |
5.49 |
| 6M High / 6M Low: |
7.25 |
3.73 |
| High (YTD): |
2024-05-23 |
7.25 |
| Low (YTD): |
2024-01-17 |
3.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.09% |
| Volatility 6M: |
|
86.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
