BVT Call 210 DHR 20.09.2024
/ DE000VM30AY3
BVT Call 210 DHR 20.09.2024/ DE000VM30AY3 /
| 25/06/2024 08:49:02 |
Chg.+0.14 |
Bid19:47:54 |
Ask19:47:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
+3.02% |
4.51
Bid Size: 23,000 |
4.52
Ask Size: 23,000 |
Danaher Corporation |
210.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM30AY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
4.36 |
| Time value: |
0.36 |
| Break-even: |
242.87 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
4.59 |
| Rho: |
0.40 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
4.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.38% |
| 1 Month |
|
|
-9.14% |
| 3 Months |
|
|
-2.85% |
| YTD |
|
|
+26.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
4.04 |
| 1M High / 1M Low: |
5.77 |
4.04 |
| 6M High / 6M Low: |
5.77 |
3.05 |
| High (YTD): |
07/06/2024 |
5.77 |
| Low (YTD): |
17/01/2024 |
3.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.52% |
| Volatility 6M: |
|
106.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
