BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
2024-07-16 5:07:25 PM |
Chg.+1.560 |
Bid5:07:44 PM |
Ask5:07:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.010EUR |
+18.46% |
10.040 Bid Size: 7,000 |
10.080 Ask Size: 7,000 |
Parker Hannifin Corp |
460.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7PC1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.09 |
Intrinsic value: |
7.78 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
7.78 |
Time value: |
0.81 |
Break-even: |
507.98 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
0.47% |
Delta: |
0.88 |
Theta: |
-0.16 |
Omega: |
5.10 |
Rho: |
0.64 |
Quote data
Open: |
8.490 |
High: |
10.010 |
Low: |
8.490 |
Previous Close: |
8.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+72.88% |
1 Month |
|
|
+81.01% |
3 Months |
|
|
+0.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.450 |
5.790 |
1M High / 1M Low: |
8.450 |
5.290 |
6M High / 6M Low: |
11.500 |
4.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.32% |
Volatility 6M: |
|
115.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |