BVT Call 520 PH 20.09.2024
/ DE000VM7PC57
BVT Call 520 PH 20.09.2024/ DE000VM7PC57 /
| 06/09/2024 08:49:17 |
Chg.-0.18 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.33EUR |
-3.27% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
520.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7PC5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.04 |
| Intrinsic value: |
4.97 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
4.97 |
| Time value: |
0.48 |
| Break-even: |
522.50 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
0.74% |
| Delta: |
0.85 |
| Theta: |
-0.47 |
| Omega: |
8.11 |
| Rho: |
0.15 |
Quote data
| Open: |
5.33 |
| High: |
5.33 |
| Low: |
5.33 |
| Previous Close: |
5.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.86% |
| 1 Month |
|
|
+101.89% |
| 3 Months |
|
|
+68.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.87 |
5.39 |
| 1M High / 1M Low: |
7.87 |
2.60 |
| 6M High / 6M Low: |
7.87 |
1.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.55% |
| Volatility 6M: |
|
257.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
