BVT Call 220 DHR 21.06.2024
/ DE000VM3RC67
BVT Call 220 DHR 21.06.2024/ DE000VM3RC67 /
| 2024-05-28 8:07:13 PM |
Chg.-0.410 |
Bid8:49:18 PM |
Ask8:49:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
-10.17% |
3.600
Bid Size: 22,000 |
3.610
Ask Size: 22,000 |
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: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
3.94 |
| Time value: |
0.24 |
| Break-even: |
244.35 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.72% |
| Delta: |
0.90 |
| Theta: |
-0.15 |
| Omega: |
5.19 |
| Rho: |
0.12 |
Quote data
| Open: |
4.050 |
| High: |
4.050 |
| Low: |
3.620 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.65% |
| 1 Month |
|
|
+24.83% |
| 3 Months |
|
|
-8.59% |
| YTD |
|
|
+37.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
4.030 |
| 1M High / 1M Low: |
4.560 |
2.680 |
| 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: |
|
4.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.981 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.14% |
| Volatility 6M: |
|
138.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
