BVT Call 210 DHR 21.06.2024
/ DE000VM344G9
BVT Call 210 DHR 21.06.2024/ DE000VM344G9 /
| 2024-05-28 8:04:00 PM |
Chg.-0.420 |
Bid8:32:56 PM |
Ask8:32:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.520EUR |
-8.50% |
4.490
Bid Size: 22,000 |
4.500
Ask Size: 22,000 |
Danaher Corporation |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM344G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.20 |
| Parity: |
4.86 |
| Time value: |
0.23 |
| Break-even: |
244.25 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.04% |
| Delta: |
0.91 |
| Theta: |
-0.16 |
| Omega: |
4.34 |
| Rho: |
0.11 |
Quote data
| Open: |
4.960 |
| High: |
4.960 |
| Low: |
4.520 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.51% |
| 1 Month |
|
|
+19.89% |
| 3 Months |
|
|
-5.83% |
| YTD |
|
|
+40.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.490 |
4.940 |
| 1M High / 1M Low: |
5.490 |
3.530 |
| 6M High / 6M Low: |
5.490 |
2.380 |
| High (YTD): |
2024-05-22 |
5.490 |
| Low (YTD): |
2024-01-17 |
2.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.24% |
| Volatility 6M: |
|
111.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
