BVT Call 540 PH 20.09.2024
/ DE000VM8Z455
BVT Call 540 PH 20.09.2024/ DE000VM8Z455 /
| 05/09/2024 20:06:05 |
Chg.+0.090 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
540.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8Z45 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
3.33 |
| Time value: |
0.71 |
| Break-even: |
527.76 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
1.00% |
| Delta: |
0.78 |
| Theta: |
-0.51 |
| Omega: |
10.07 |
| Rho: |
0.15 |
Quote data
| Open: |
3.980 |
| High: |
3.980 |
| Low: |
3.720 |
| Previous Close: |
3.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.39% |
| 1 Month |
|
|
+151.01% |
| 3 Months |
|
|
+72.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.940 |
3.650 |
| 1M High / 1M Low: |
5.940 |
1.490 |
| 6M High / 6M Low: |
5.940 |
1.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
544.55% |
| Volatility 6M: |
|
298.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
