BVT Call 260 DHR 21.06.2024
/ DE000VM3RC26
BVT Call 260 DHR 21.06.2024/ DE000VM3RC26 /
| 2024-05-28 7:44:45 PM |
Chg.-0.230 |
Bid8:03:27 PM |
Ask8:03:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-35.38% |
0.440
Bid Size: 32,000 |
0.450
Ask Size: 32,000 |
Danaher Corporation |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RC2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
30.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.54 |
| Break-even: |
247.38 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
23.08% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
17.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.420 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
-68.66% |
| YTD |
|
|
-46.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.650 |
| 1M High / 1M Low: |
1.060 |
0.270 |
| 6M High / 6M Low: |
1.340 |
0.270 |
| High (YTD): |
2024-02-28 |
1.340 |
| Low (YTD): |
2024-05-02 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.95% |
| Volatility 6M: |
|
266.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
