BVT Call 540 PH 20.12.2024
/ DE000VD4BGJ7
BVT Call 540 PH 20.12.2024/ DE000VD4BGJ7 /
| 10/9/2024 7:51:39 PM |
Chg.+0.330 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.630EUR |
+3.55% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
540.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.45 |
| Intrinsic value: |
7.96 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
7.96 |
| Time value: |
1.35 |
| Break-even: |
585.10 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
0.54% |
| Delta: |
0.83 |
| Theta: |
-0.22 |
| Omega: |
5.09 |
| Rho: |
0.75 |
Quote data
| Open: |
9.120 |
| High: |
9.630 |
| Low: |
9.120 |
| Previous Close: |
9.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.72% |
| 1 Month |
|
|
+49.30% |
| 3 Months |
|
|
+283.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.700 |
8.960 |
| 1M High / 1M Low: |
10.050 |
6.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
