BVT Call 480 PH 20.09.2024
/ DE000VM7PCL4
BVT Call 480 PH 20.09.2024/ DE000VM7PCL4 /
| 2024-07-30 1:47:55 PM |
Chg.-0.040 |
Bid1:53:54 PM |
Ask1:53:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.270EUR |
-0.55% |
7.260
Bid Size: 3,000 |
7.610
Ask Size: 3,000 |
Parker Hannifin Corp |
480.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7PCL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 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: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.65 |
| Intrinsic value: |
6.33 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
6.33 |
| Time value: |
0.83 |
| Break-even: |
515.26 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
0.56% |
| Delta: |
0.85 |
| Theta: |
-0.20 |
| Omega: |
6.02 |
| Rho: |
0.51 |
Quote data
| Open: |
7.300 |
| High: |
7.300 |
| Low: |
7.270 |
| Previous Close: |
7.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+69.86% |
| 3 Months |
|
|
-14.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.650 |
6.340 |
| 1M High / 1M Low: |
8.510 |
3.940 |
| 6M High / 6M Low: |
10.000 |
3.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.055 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.72% |
| Volatility 6M: |
|
138.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
