BVT Call 190 DHR 21.06.2024
/ DE000VM4M5L3
BVT Call 190 DHR 21.06.2024/ DE000VM4M5L3 /
| 2024-06-17 7:45:17 PM |
Chg.-0.020 |
Bid9:00:03 AM |
Ask9:00:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.050EUR |
-0.33% |
6.020
Bid Size: 3,000 |
6.120
Ask Size: 3,000 |
Danaher Corporation |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M5L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.07 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.21 |
| Parity: |
6.06 |
| Time value: |
0.04 |
| Break-even: |
238.53 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.98 |
| Theta: |
-0.27 |
| Omega: |
3.81 |
| Rho: |
0.02 |
Quote data
| Open: |
6.100 |
| High: |
6.100 |
| Low: |
6.050 |
| Previous Close: |
6.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.03% |
| 1 Month |
|
|
-13.32% |
| 3 Months |
|
|
+0.17% |
| YTD |
|
|
+27.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.960 |
5.900 |
| 1M High / 1M Low: |
7.300 |
5.890 |
| 6M High / 6M Low: |
7.300 |
3.950 |
| High (YTD): |
2024-05-22 |
7.300 |
| Low (YTD): |
2024-01-17 |
3.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.54% |
| Volatility 6M: |
|
83.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
