BVT Call 520 PH 20.06.2025
/ DE000VD9NT65
BVT Call 520 PH 20.06.2025/ DE000VD9NT65 /
| 13/11/2024 19:54:24 |
Chg.+0.620 |
Bid08:59:58 |
Ask08:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.090EUR |
+3.18% |
19.940
Bid Size: 1,000 |
20.910
Ask Size: 1,000 |
Parker Hannifin Corp |
520.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9NT6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.71 |
| Intrinsic value: |
17.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
17.65 |
| Time value: |
2.42 |
| Break-even: |
692.85 |
| Moneyness: |
1.36 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.30% |
| Delta: |
0.88 |
| Theta: |
-0.13 |
| Omega: |
2.92 |
| Rho: |
2.31 |
Quote data
| Open: |
19.420 |
| High: |
20.180 |
| Low: |
19.420 |
| Previous Close: |
19.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
+37.79% |
| 3 Months |
|
|
+97.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
20.090 |
17.960 |
| 1M High / 1M Low: |
20.090 |
12.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
15.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
