BVT Call 240 DHR 21.06.2024
/ DE000VM3REM3
BVT Call 240 DHR 21.06.2024/ DE000VM3REM3 /
| 2024-05-28 5:04:04 PM |
Chg.-0.370 |
Bid8:03:27 PM |
Ask8:03:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-16.67% |
1.840
Bid Size: 22,000 |
1.850
Ask Size: 22,000 |
Danaher Corporation |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3REM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
2.10 |
| Time value: |
0.27 |
| Break-even: |
244.67 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
6.76% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
8.55 |
| Rho: |
0.12 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
1.850 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.66% |
| 1 Month |
|
|
+38.06% |
| 3 Months |
|
|
-25.70% |
| YTD |
|
|
+20.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.220 |
| 1M High / 1M Low: |
2.740 |
1.150 |
| 6M High / 6M Low: |
2.740 |
0.900 |
| High (YTD): |
2024-05-22 |
2.740 |
| Low (YTD): |
2024-04-19 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.58% |
| Volatility 6M: |
|
206.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
