BVT Call 250 DHR 21.06.2024
/ DE000VM3RCY2
BVT Call 250 DHR 21.06.2024/ DE000VM3RCY2 /
| 2024-05-28 8:37:13 AM |
Chg.+0.12 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+8.57% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RCY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
15.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.18 |
| Time value: |
0.34 |
| Break-even: |
245.37 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
10.95% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
12.06 |
| Rho: |
0.11 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
+126.87% |
| 3 Months |
|
|
-15.56% |
| YTD |
|
|
+40.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.34 |
| 1M High / 1M Low: |
1.81 |
0.62 |
| 6M High / 6M Low: |
1.84 |
0.49 |
| High (YTD): |
2024-02-29 |
1.84 |
| Low (YTD): |
2024-04-23 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.66% |
| Volatility 6M: |
|
272.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
