BVT Call 240 DHR 20.09.2024
/ DE000VM3RC59
BVT Call 240 DHR 20.09.2024/ DE000VM3RC59 /
| 05/08/2024 10:04:28 |
Chg.-1.39 |
Bid13:34:42 |
Ask13:34:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-35.73% |
3.35
Bid Size: 5,000 |
-
Ask Size: - |
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: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
3.37 |
| Time value: |
0.34 |
| Break-even: |
257.06 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
5.95 |
| Rho: |
0.23 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
3.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.38% |
| 1 Month |
|
|
+125.23% |
| 3 Months |
|
|
+24.38% |
| YTD |
|
|
+23.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
3.26 |
| 1M High / 1M Low: |
3.89 |
1.08 |
| 6M High / 6M Low: |
3.89 |
1.08 |
| High (YTD): |
02/08/2024 |
3.89 |
| Low (YTD): |
08/07/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.67% |
| Volatility 6M: |
|
186.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
