BVT Call 500 PH 20.12.2024
/ DE000VD79RY3
BVT Call 500 PH 20.12.2024/ DE000VD79RY3 /
2024-08-14 8:05:15 PM |
Chg.+0.130 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.790EUR |
+1.50% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD79RY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-19 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.64 |
Intrinsic value: |
6.51 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
6.51 |
Time value: |
2.09 |
Break-even: |
540.71 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
0.47% |
Delta: |
0.79 |
Theta: |
-0.16 |
Omega: |
4.75 |
Rho: |
1.13 |
Quote data
Open: |
8.570 |
High: |
8.790 |
Low: |
8.570 |
Previous Close: |
8.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.81% |
1 Month |
|
|
+34.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.790 |
8.410 |
1M High / 1M Low: |
8.790 |
4.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |