BVT Call 540 PH 20.12.2024
/ DE000VD4BGJ7
BVT Call 540 PH 20.12.2024/ DE000VD4BGJ7 /
| 2024-07-31 4:52:22 PM |
Chg.+0.530 |
Bid5:15:02 PM |
Ask5:15:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
+11.23% |
5.370
Bid Size: 10,000 |
5.410
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BGJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
3.79 |
| Break-even: |
547.58 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
0.84% |
| Delta: |
0.61 |
| Theta: |
-0.16 |
| Omega: |
6.42 |
| Rho: |
1.02 |
Quote data
| Open: |
5.170 |
| High: |
5.250 |
| Low: |
5.110 |
| Previous Close: |
4.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.96% |
| 1 Month |
|
|
+110.00% |
| 3 Months |
|
|
-10.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.950 |
3.890 |
| 1M High / 1M Low: |
5.470 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
