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BVT Call 1592.86 HMI 21.06.2024/  DE000VM4CAW0  /

Frankfurt Zert./VONT
2024-06-13  7:52:37 PM Chg.+0.120 Bid8:59:32 AM Ask8:59:32 AM Underlying Strike price Expiration date Option type
5.830EUR +2.10% 5.780
Bid Size: 150		 5.910
Ask Size: 150		 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: 3.66
Leverage: Yes

Calculated values

Fair value: 5.64
Intrinsic value: 5.63
Implied volatility: 1.68
Historic volatility: 0.23
Parity: 5.63
Time value: 0.26
Break-even: 2,181.86
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.72
Spread abs.: 0.22
Spread %: 3.88%
Delta: 0.91
Theta: -5.54
Omega: 3.33
Rho: 0.30
 

Quote data

Open: 5.660
High: 5.860
Low: 5.660
Previous Close: 5.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -18.69%
3 Months
  -27.49%
YTD  
+52.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.210 5.440
1M High / 1M Low: 7.170 5.440
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:   5.764
Avg. volume 1W:   0.000
Avg. price 1M:   6.215
Avg. volume 1M:   0.000
Avg. price 6M:   5.994
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.41%
Volatility 6M:   87.87%
Volatility 1Y:   -
Volatility 3Y:   -