BVT Call 1791.96 HMI 21.06.2024
/ DE000VM2DBQ2
BVT Call 1791.96 HMI 21.06.2024/ DE000VM2DBQ2 /
2024-06-13 7:52:35 PM |
Chg.+0.120 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.840EUR |
+3.23% |
- Bid Size: - |
- Ask Size: - |
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: |
CL |
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: |
|
- |