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BVT Call 1791.96 HMI 21.06.2024/  DE000VM2DBQ2  /

Frankfurt Zert./VONT
2024-06-13  7:52:35 PM Chg.+0.120 Bid9:30:01 PM Ask9:30:01 PM Underlying Strike price Expiration date Option type
3.840EUR +3.23% 3.840
Bid Size: 2,000		 4.060
Ask Size: 2,000		 HERMES INTERNATIONAL... 1,791.962 - 2024-06-21 Call
 

Master data

WKN: VM2DBQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,791.96 -
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 3.65
Intrinsic value: 3.64
Implied volatility: 1.17
Historic volatility: 0.23
Parity: 3.64
Time value: 0.26
Break-even: 2,181.96
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.73
Spread abs.: 0.22
Spread %: 5.98%
Delta: 0.88
Theta: -4.90
Omega: 4.85
Rho: 0.33
 

Quote data

Open: 3.670
High: 3.870
Low: 3.670
Previous Close: 3.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -22.42%
3 Months
  -34.69%
YTD  
+68.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.220 3.460
1M High / 1M Low: 5.200 3.460
6M High / 6M Low: 6.540 1.350
High (YTD): 2024-03-20 6.540
Low (YTD): 2024-01-23 1.350
52W High: - -
52W Low: - -
Avg. price 1W:   3.850
Avg. volume 1W:   0.000
Avg. price 1M:   4.285
Avg. volume 1M:   0.000
Avg. price 6M:   4.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.44%
Volatility 6M:   126.12%
Volatility 1Y:   -
Volatility 3Y:   -