BVT Call 540 PH 20.09.2024
/ DE000VM8Z455
BVT Call 540 PH 20.09.2024/ DE000VM8Z455 /
| 2024-07-31 8:55:27 AM |
Chg.+0.32 |
Bid5:02:00 PM |
Ask5:02:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
+10.60% |
3.73
Bid Size: 10,000 |
3.77
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
2.19 |
| Break-even: |
531.58 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
1.25% |
| Delta: |
0.60 |
| Theta: |
-0.27 |
| Omega: |
9.54 |
| Rho: |
0.39 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.78% |
| 1 Month |
|
|
+124.16% |
| 3 Months |
|
|
-32.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.50 |
1.98 |
| 1M High / 1M Low: |
3.98 |
1.15 |
| 6M High / 6M Low: |
6.18 |
1.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.35% |
| Volatility 6M: |
|
247.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
