BVT Call 220 DHR 21.06.2024
/ DE000VM3RC67
BVT Call 220 DHR 21.06.2024/ DE000VM3RC67 /
| 2024-06-07 8:06:29 PM |
Chg.-0.300 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
-6.79% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RC6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.20 |
| Parity: |
3.99 |
| Time value: |
0.06 |
| Break-even: |
244.17 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.97 |
| Theta: |
-0.09 |
| Omega: |
5.81 |
| Rho: |
0.07 |
Quote data
| Open: |
4.440 |
| High: |
4.460 |
| Low: |
4.120 |
| Previous Close: |
4.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.75% |
| 1 Month |
|
|
+42.07% |
| 3 Months |
|
|
+9.28% |
| YTD |
|
|
+56.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.440 |
3.780 |
| 1M High / 1M Low: |
4.560 |
2.900 |
| 6M High / 6M Low: |
4.560 |
1.820 |
| High (YTD): |
2024-05-22 |
4.560 |
| Low (YTD): |
2024-01-17 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.12% |
| Volatility 6M: |
|
140.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
