BVT Call 540 PH 20.12.2024
/ DE000VD4BGJ7
BVT Call 540 PH 20.12.2024/ DE000VD4BGJ7 /
| 12/11/2024 19:55:11 |
Chg.-0.590 |
Bid08:51:10 |
Ask08:51:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.730EUR |
-3.62% |
15.600
Bid Size: 1,000 |
16.590
Ask Size: 1,000 |
Parker Hannifin Corp |
540.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.93 |
| Intrinsic value: |
15.77 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.24 |
| Parity: |
15.77 |
| Time value: |
0.58 |
| Break-even: |
669.92 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
0.31% |
| Delta: |
0.93 |
| Theta: |
-0.26 |
| Omega: |
3.79 |
| Rho: |
0.47 |
Quote data
| Open: |
16.250 |
| High: |
16.250 |
| Low: |
15.730 |
| Previous Close: |
16.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
+56.99% |
| 3 Months |
|
|
+166.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.320 |
14.280 |
| 1M High / 1M Low: |
16.320 |
8.360 |
| 6M High / 6M Low: |
16.320 |
2.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.84% |
| Volatility 6M: |
|
209.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
