BVT Call 270 DHR 20.09.2024
/ DE000VM9HJH0
BVT Call 270 DHR 20.09.2024/ DE000VM9HJH0 /
| 10/07/2024 08:36:09 |
Chg.-0.038 |
Bid17:36:51 |
Ask17:36:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.232EUR |
-14.07% |
0.250
Bid Size: 46,000 |
0.260
Ask Size: 46,000 |
Danaher Corporation |
270.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM9HJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
88.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-2.79 |
| Time value: |
0.25 |
| Break-even: |
252.17 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
16.47 |
| Rho: |
0.08 |
Quote data
| Open: |
0.232 |
| High: |
0.232 |
| Low: |
0.232 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.07% |
| 1 Month |
|
|
-76.33% |
| 3 Months |
|
|
-77.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.224 |
| 1M High / 1M Low: |
1.070 |
0.224 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.259 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
