BVT Call 200 DHR 21.06.2024
/ DE000VM4KGZ3
BVT Call 200 DHR 21.06.2024/ DE000VM4KGZ3 /
| 2024-06-07 8:03:23 PM |
Chg.-0.280 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.990EUR |
-4.47% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4KGZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
5.84 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.20 |
| Parity: |
5.84 |
| Time value: |
0.06 |
| Break-even: |
244.16 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.97 |
| Theta: |
-0.10 |
| Omega: |
4.02 |
| Rho: |
0.06 |
Quote data
| Open: |
6.270 |
| High: |
6.280 |
| Low: |
5.990 |
| Previous Close: |
6.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.56% |
| 1 Month |
|
|
+27.45% |
| 3 Months |
|
|
+10.72% |
| YTD |
|
|
+50.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.300 |
5.600 |
| 1M High / 1M Low: |
6.400 |
4.700 |
| 6M High / 6M Low: |
6.400 |
3.000 |
| High (YTD): |
2024-05-22 |
6.400 |
| Low (YTD): |
2024-01-17 |
3.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.49% |
| Volatility 6M: |
|
95.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
