BVT Call 1592.86 HMI 21.06.2024
/ DE000VM4CAW0
BVT Call 1592.86 HMI 21.06.2024/ DE000VM4CAW0 /
| 2024-06-14 8:56:55 AM |
Chg.+0.17 |
Bid3:55:05 PM |
Ask3:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
+3.02% |
5.16
Bid Size: 16,000 |
5.17
Ask Size: 16,000 |
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.23 |
| Parity: |
5.75 |
| Time value: |
0.26 |
| Break-even: |
2,193.86 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.22 |
| Spread %: |
3.80% |
| Delta: |
0.91 |
| Theta: |
-6.38 |
| Omega: |
3.29 |
| Rho: |
0.26 |
Quote data
| Open: |
5.79 |
| High: |
5.79 |
| Low: |
5.79 |
| Previous Close: |
5.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.91% |
| 1 Month |
|
|
-16.21% |
| 3 Months |
|
|
-26.89% |
| YTD |
|
|
+49.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.22 |
5.47 |
| 1M High / 1M Low: |
7.29 |
5.47 |
| 6M High / 6M Low: |
8.44 |
2.73 |
| High (YTD): |
2024-03-21 |
8.44 |
| Low (YTD): |
2024-01-23 |
2.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.04% |
| Volatility 6M: |
|
89.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
