BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
| 05/09/2024 08:49:19 |
Chg.+0.23 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.76EUR |
+2.18% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
460.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.62 |
| Intrinsic value: |
10.55 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.24 |
| Parity: |
10.55 |
| Time value: |
0.35 |
| Break-even: |
524.15 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.42 |
| Omega: |
4.44 |
| Rho: |
0.15 |
Quote data
| Open: |
10.76 |
| High: |
10.76 |
| Low: |
10.76 |
| Previous Close: |
10.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
+95.28% |
| 3 Months |
|
|
+67.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.42 |
10.53 |
| 1M High / 1M Low: |
13.42 |
5.51 |
| 6M High / 6M Low: |
13.42 |
5.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.83% |
| Volatility 6M: |
|
161.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
