BVT Call 500 PH 21.03.2025
/ DE000VD9NUH6
BVT Call 500 PH 21.03.2025/ DE000VD9NUH6 /
| 11/12/2024 8:45:28 AM |
Chg.+1.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.69EUR |
+5.40% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.04 |
| Intrinsic value: |
19.52 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
19.52 |
| Time value: |
1.28 |
| Break-even: |
676.91 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.24% |
| Delta: |
0.92 |
| Theta: |
-0.14 |
| Omega: |
2.94 |
| Rho: |
1.42 |
Quote data
| Open: |
20.69 |
| High: |
20.69 |
| Low: |
20.69 |
| Previous Close: |
19.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.12% |
| 1 Month |
|
|
+48.53% |
| 3 Months |
|
|
+112.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
20.80 |
14.16 |
| 1M High / 1M Low: |
20.80 |
13.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
