BVT Call 1692.41 HMI 21.06.2024
/ DE000VM2X6Q9
BVT Call 1692.41 HMI 21.06.2024/ DE000VM2X6Q9 /
| 2024-06-10 8:42:31 AM |
Chg.-0.27 |
Bid12:07:25 PM |
Ask12:07:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
-5.18% |
4.57
Bid Size: 15,000 |
4.58
Ask Size: 15,000 |
HERMES INTERNATIONAL... |
1,692.409 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM2X6Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,692.41 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.23 |
| Parity: |
5.09 |
| Time value: |
0.26 |
| Break-even: |
2,227.41 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.22 |
| Spread %: |
4.29% |
| Delta: |
0.90 |
| Theta: |
-3.96 |
| Omega: |
3.72 |
| Rho: |
0.44 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.94 |
| Previous Close: |
5.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.95% |
| 1 Month |
|
|
-22.69% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
+66.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.45 |
4.76 |
| 1M High / 1M Low: |
6.39 |
4.57 |
| 6M High / 6M Low: |
7.20 |
1.98 |
| High (YTD): |
2024-03-21 |
7.20 |
| Low (YTD): |
2024-01-23 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.98% |
| Volatility 6M: |
|
104.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
