BVT Call 500 PH 20.12.2024
/ DE000VD79RY3
BVT Call 500 PH 20.12.2024/ DE000VD79RY3 /
| 09/10/2024 08:32:37 |
Chg.-0.31 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.39EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.92 |
| Intrinsic value: |
11.60 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
11.60 |
| Time value: |
0.96 |
| Break-even: |
581.16 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
0.40% |
| Delta: |
0.89 |
| Theta: |
-0.19 |
| Omega: |
4.06 |
| Rho: |
0.76 |
Quote data
| Open: |
12.39 |
| High: |
12.39 |
| Low: |
12.39 |
| Previous Close: |
12.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.51% |
| 1 Month |
|
|
+36.30% |
| 3 Months |
|
|
+184.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.86 |
12.45 |
| 1M High / 1M Low: |
13.06 |
8.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
