BVT Call 230 DHR 21.06.2024
/ DE000VM3RCM7
BVT Call 230 DHR 21.06.2024/ DE000VM3RCM7 /
| 2024-06-07 7:50:36 PM |
Chg.-0.240 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-6.84% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
3.06 |
| Time value: |
0.07 |
| Break-even: |
244.23 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.95 |
| Theta: |
-0.10 |
| Omega: |
7.42 |
| Rho: |
0.07 |
Quote data
| Open: |
3.520 |
| High: |
3.540 |
| Low: |
3.270 |
| Previous Close: |
3.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.79% |
| 1 Month |
|
|
+61.08% |
| 3 Months |
|
|
+9.00% |
| YTD |
|
|
+64.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.560 |
2.860 |
| 1M High / 1M Low: |
3.650 |
2.030 |
| 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: |
|
3.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.00% |
| Volatility 6M: |
|
166.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
