BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
2024-09-17 8:46:54 AM |
Chg.+0.45 |
Bid8:59:30 PM |
Ask8:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.46EUR |
+3.75% |
13.29 Bid Size: 6,000 |
13.34 Ask Size: 6,000 |
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: |
4.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.30 |
Intrinsic value: |
12.29 |
Implied volatility: |
1.82 |
Historic volatility: |
0.24 |
Parity: |
12.29 |
Time value: |
0.20 |
Break-even: |
538.22 |
Moneyness: |
1.30 |
Premium: |
0.00 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.05 |
Spread %: |
0.40% |
Delta: |
0.95 |
Theta: |
-1.51 |
Omega: |
4.09 |
Rho: |
0.03 |
Quote data
Open: |
12.46 |
High: |
12.46 |
Low: |
12.46 |
Previous Close: |
12.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.35% |
1 Month |
|
|
+1.63% |
3 Months |
|
|
+111.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.01 |
11.02 |
1M High / 1M Low: |
13.42 |
10.53 |
6M High / 6M Low: |
13.42 |
5.19 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.14 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.86% |
Volatility 6M: |
|
161.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |