BVT Call 240 DHR 20.09.2024
/ DE000VM3RC59
BVT Call 240 DHR 20.09.2024/ DE000VM3RC59 /
| 10/07/2024 08:38:41 |
Chg.-0.08 |
Bid17:45:11 |
Ask17:45:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-6.67% |
1.19
Bid Size: 39,000 |
1.20
Ask Size: 39,000 |
Danaher Corporation |
240.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3RC5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
1.15 |
| Break-even: |
233.43 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.54 |
| Theta: |
-0.09 |
| Omega: |
10.50 |
| Rho: |
0.22 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.94% |
| 1 Month |
|
|
-60.70% |
| 3 Months |
|
|
-53.72% |
| YTD |
|
|
-44.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.08 |
| 1M High / 1M Low: |
2.98 |
1.08 |
| 6M High / 6M Low: |
3.27 |
1.08 |
| High (YTD): |
23/05/2024 |
3.27 |
| Low (YTD): |
08/07/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.31% |
| Volatility 6M: |
|
173.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
