BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
| 2024-07-31 2:04:56 PM |
Chg.+0.570 |
Bid4:21:45 PM |
Ask4:21:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.520EUR |
+6.37% |
9.720
Bid Size: 7,000 |
9.760
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: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.66 |
| Intrinsic value: |
8.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
8.43 |
| Time value: |
0.69 |
| Break-even: |
516.51 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.89 |
| Theta: |
-0.19 |
| Omega: |
4.97 |
| Rho: |
0.51 |
Quote data
| Open: |
9.650 |
| High: |
9.650 |
| Low: |
9.520 |
| Previous Close: |
8.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.12% |
| 1 Month |
|
|
+67.31% |
| 3 Months |
|
|
-6.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.390 |
7.860 |
| 1M High / 1M Low: |
10.230 |
5.290 |
| 6M High / 6M Low: |
11.500 |
4.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.83% |
| Volatility 6M: |
|
121.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
