BVT Call 195 DHR 21.06.2024
/ DE000VM4LK62
BVT Call 195 DHR 21.06.2024/ DE000VM4LK62 /
| 5/28/2024 7:44:25 PM |
Chg.-0.470 |
Bid8:09:36 PM |
Ask8:09:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.850EUR |
-7.44% |
5.900
Bid Size: 22,000 |
5.910
Ask Size: 22,000 |
Danaher Corporation |
195.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM4LK6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.29 |
| Intrinsic value: |
6.24 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.20 |
| Parity: |
6.24 |
| Time value: |
0.23 |
| Break-even: |
244.24 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
2.37% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
3.47 |
| Rho: |
0.11 |
Quote data
| Open: |
6.340 |
| High: |
6.340 |
| Low: |
5.850 |
| Previous Close: |
6.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.20% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
-3.78% |
| YTD |
|
|
+34.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.840 |
6.300 |
| 1M High / 1M Low: |
6.840 |
4.870 |
| 6M High / 6M Low: |
6.840 |
3.330 |
| High (YTD): |
5/22/2024 |
6.840 |
| Low (YTD): |
1/17/2024 |
3.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.941 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.75% |
| Volatility 6M: |
|
88.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
