BVT Call 210 DHR 20.09.2024
/ DE000VM30AY3
BVT Call 210 DHR 20.09.2024/ DE000VM30AY3 /
| 2024-05-27 8:55:04 AM |
Chg.+0.09 |
Bid4:28:38 PM |
Ask4:28:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
+1.71% |
5.30
Bid Size: 500 |
5.45
Ask Size: 500 |
Danaher Corporation |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM30AY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
4.87 |
| Time value: |
0.46 |
| Break-even: |
246.91 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
4.11 |
| Rho: |
0.53 |
Quote data
| Open: |
5.34 |
| High: |
5.34 |
| Low: |
5.34 |
| Previous Close: |
5.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.15% |
| 1 Month |
|
|
+29.93% |
| 3 Months |
|
|
+8.76% |
| YTD |
|
|
+41.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
5.25 |
| 1M High / 1M Low: |
5.77 |
4.13 |
| 6M High / 6M Low: |
5.77 |
2.93 |
| High (YTD): |
2024-05-23 |
5.77 |
| Low (YTD): |
2024-01-17 |
3.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.44% |
| Volatility 6M: |
|
98.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
