BVT Call 240 DHR 21.06.2024
/ DE000VM3REM3
BVT Call 240 DHR 21.06.2024/ DE000VM3REM3 /
| 2024-06-07 8:06:15 PM |
Chg.-0.310 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
-11.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
2.14 |
| Time value: |
0.08 |
| Break-even: |
244.39 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
10.16 |
| Rho: |
0.07 |
Quote data
| Open: |
2.620 |
| High: |
2.640 |
| Low: |
2.290 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.93% |
| 1 Month |
|
|
+81.75% |
| 3 Months |
|
|
-1.29% |
| YTD |
|
|
+49.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
1.990 |
| 1M High / 1M Low: |
2.740 |
1.260 |
| 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: |
|
2.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.71% |
| Volatility 6M: |
|
215.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
