BVT Call 190 DHR 21.06.2024
/ DE000VM4M5L3
BVT Call 190 DHR 21.06.2024/ DE000VM4M5L3 /
| 14/06/2024 08:57:39 |
Chg.-0.84 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.09EUR |
-12.12% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
190.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
27/10/2023 |
| Last trading day: |
21/06/2024 |
| 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: |
1.19 |
| Historic volatility: |
0.21 |
| Parity: |
6.06 |
| Time value: |
0.04 |
| Break-even: |
238.49 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.98 |
| Theta: |
-0.18 |
| Omega: |
3.82 |
| Rho: |
0.03 |
Quote data
| Open: |
6.09 |
| High: |
6.09 |
| Low: |
6.09 |
| Previous Close: |
6.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.88% |
| 1 Month |
|
|
-7.02% |
| 3 Months |
|
|
+0.16% |
| YTD |
|
|
+28.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.97 |
6.09 |
| 1M High / 1M Low: |
7.25 |
5.84 |
| 6M High / 6M Low: |
7.25 |
3.95 |
| High (YTD): |
23/05/2024 |
7.25 |
| Low (YTD): |
17/01/2024 |
3.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.12% |
| Volatility 6M: |
|
88.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
