BVT Call 210 DHR 20.09.2024
/ DE000VM30AY3
BVT Call 210 DHR 20.09.2024/ DE000VM30AY3 /
| 02/08/2024 08:49:31 |
Chg.+0.15 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.57EUR |
+2.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
6.12 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
6.12 |
| Time value: |
0.21 |
| Break-even: |
255.77 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
3.78 |
| Rho: |
0.23 |
Quote data
| Open: |
6.57 |
| High: |
6.57 |
| Low: |
6.57 |
| Previous Close: |
6.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.89% |
| 1 Month |
|
|
+94.38% |
| 3 Months |
|
|
+57.55% |
| YTD |
|
|
+73.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.57 |
5.93 |
| 1M High / 1M Low: |
6.57 |
3.13 |
| 6M High / 6M Low: |
6.57 |
3.13 |
| High (YTD): |
02/08/2024 |
6.57 |
| Low (YTD): |
17/01/2024 |
3.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.26% |
| Volatility 6M: |
|
113.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
