BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
| 2024-08-15 8:48:42 AM |
Chg.+0.55 |
Bid10:56:39 AM |
Ask10:56:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.10EUR |
+5.21% |
11.08
Bid Size: 2,000 |
11.61
Ask Size: 2,000 |
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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.90 |
| Intrinsic value: |
10.75 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
10.75 |
| Time value: |
0.41 |
| Break-even: |
529.34 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.36% |
| Delta: |
0.93 |
| Theta: |
-0.19 |
| Omega: |
4.40 |
| Rho: |
0.37 |
Quote data
| Open: |
11.10 |
| High: |
11.10 |
| Low: |
11.10 |
| Previous Close: |
10.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.19% |
| 1 Month |
|
|
+39.97% |
| 3 Months |
|
|
+14.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.55 |
6.30 |
| 1M High / 1M Low: |
10.55 |
5.51 |
| 6M High / 6M Low: |
11.78 |
5.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.97% |
| Volatility 6M: |
|
159.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
