BVT Call 540 PH 20.06.2025
/ DE000VD9NT40
BVT Call 540 PH 20.06.2025/ DE000VD9NT40 /
09/10/2024 19:55:39 |
Chg.+0.200 |
Bid20:38:11 |
Ask20:38:11 |
Underlying |
Strike price |
Expiration date |
Option type |
12.230EUR |
+1.66% |
12.180 Bid Size: 7,000 |
12.230 Ask Size: 7,000 |
Parker Hannifin Corp |
540.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD9NT4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 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: |
4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.20 |
Intrinsic value: |
7.96 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
7.96 |
Time value: |
4.06 |
Break-even: |
612.20 |
Moneyness: |
1.16 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
0.42% |
Delta: |
0.76 |
Theta: |
-0.14 |
Omega: |
3.62 |
Rho: |
2.19 |
Quote data
Open: |
11.800 |
High: |
12.230 |
Low: |
11.800 |
Previous Close: |
12.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.39% |
1 Month |
|
|
+30.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.530 |
11.830 |
1M High / 1M Low: |
12.850 |
9.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |