BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
| 7/16/2024 5:07:25 PM |
Chg.+1.560 |
Bid5:29:04 PM |
Ask5:29:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.010EUR |
+18.46% |
10.320
Bid Size: 7,000 |
10.360
Ask Size: 7,000 |
Parker Hannifin Corp |
460.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| 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: |
|
- |
