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BVT Call 1592.86 HMI 21.06.2024/  DE000VM4CAW0  /

Frankfurt Zert./VONT
2024-06-10  7:54:14 PM Chg.-0.580 Bid9:36:26 PM Ask9:36:26 PM Underlying Strike price Expiration date Option type
5.630EUR -9.34% 5.630
Bid Size: 2,000		 5.850
Ask Size: 2,000		 HERMES INTERNATIONAL... 1,592.856 - 2024-06-21 Call
 

Master data

WKN: VM4CAW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,592.86 -
Maturity: 2024-06-21
Issue date: 2023-10-23
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 6.10
Intrinsic value: 6.08
Implied volatility: 1.51
Historic volatility: 0.23
Parity: 6.08
Time value: 0.27
Break-even: 2,227.86
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.50
Spread abs.: 0.22
Spread %: 3.59%
Delta: 0.91
Theta: -4.21
Omega: 3.17
Rho: 0.42
 

Quote data

Open: 5.750
High: 5.750
Low: 5.390
Previous Close: 6.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.76%
1 Month
  -20.93%
3 Months
  -21.26%
YTD  
+47.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.350 5.790
1M High / 1M Low: 7.170 5.660
6M High / 6M Low: 8.460 2.710
High (YTD): 2024-03-20 8.460
Low (YTD): 2024-01-17 2.710
52W High: - -
52W Low: - -
Avg. price 1W:   6.068
Avg. volume 1W:   0.000
Avg. price 1M:   6.399
Avg. volume 1M:   0.000
Avg. price 6M:   5.974
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.30%
Volatility 6M:   87.02%
Volatility 1Y:   -
Volatility 3Y:   -