BVT Put 240 DHR 21.06.2024
/ DE000VM7FJF2
BVT Put 240 DHR 21.06.2024/ DE000VM7FJF2 /
| 2024-06-03 5:00:41 PM |
Chg.-0.063 |
Bid5:20:35 PM |
Ask5:20:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-48.09% |
0.066
Bid Size: 42,000 |
0.076
Ask Size: 42,000 |
Danaher Corporation |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM7FJF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-231.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-1.55 |
| Time value: |
0.10 |
| Break-even: |
220.13 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
2.92 |
| Spread abs.: |
0.01 |
| Spread %: |
10.87% |
| Delta: |
-0.13 |
| Theta: |
-0.09 |
| Omega: |
-30.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.088 |
| Low: |
0.001 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+257.89% |
| 1 Month |
|
|
-80.57% |
| 3 Months |
|
|
-89.85% |
| YTD |
|
|
-95.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.019 |
| 1M High / 1M Low: |
0.350 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
2.050 |
| Low (YTD): |
2024-05-27 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,259.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
