BVT Call 500 PH 21.03.2025
/ DE000VD9NUH6
BVT Call 500 PH 21.03.2025/ DE000VD9NUH6 /
| 09/10/2024 16:54:46 |
Chg.+0.230 |
Bid19:29:59 |
Ask19:29:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.880EUR |
+1.68% |
14.040
Bid Size: 6,000 |
14.090
Ask Size: 6,000 |
Parker Hannifin Corp |
500.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9NUH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.50 |
| Intrinsic value: |
11.60 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
11.60 |
| Time value: |
2.07 |
| Break-even: |
592.26 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
0.37% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
3.54 |
| Rho: |
1.55 |
Quote data
| Open: |
13.470 |
| High: |
13.880 |
| Low: |
13.470 |
| Previous Close: |
13.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.28% |
| 1 Month |
|
|
+31.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.060 |
13.310 |
| 1M High / 1M Low: |
14.400 |
10.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
