BVT Call 230 DHR 21.06.2024
/ DE000VM3RCM7
BVT Call 230 DHR 21.06.2024/ DE000VM3RCM7 /
| 2024-05-28 7:55:00 PM |
Chg.-0.460 |
Bid8:32:56 PM |
Ask8:32:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-14.74% |
2.680
Bid Size: 22,000 |
2.690
Ask Size: 22,000 |
Danaher Corporation |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RCM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
3.02 |
| Time value: |
0.25 |
| Break-even: |
244.46 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
4.81% |
| Delta: |
0.87 |
| Theta: |
-0.15 |
| Omega: |
6.47 |
| Rho: |
0.12 |
Quote data
| Open: |
3.140 |
| High: |
3.140 |
| Low: |
2.660 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.07% |
| 1 Month |
|
|
+30.39% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
+33.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
3.110 |
| 1M High / 1M Low: |
3.650 |
1.840 |
| 6M High / 6M Low: |
3.650 |
1.340 |
| High (YTD): |
2024-05-22 |
3.650 |
| Low (YTD): |
2024-01-17 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.83% |
| Volatility 6M: |
|
163.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
