BVT Call 540 PH 21.03.2025
/ DE000VD9NUW5
BVT Call 540 PH 21.03.2025/ DE000VD9NUW5 /
| 13/11/2024 10:29:00 |
Chg.-0.51 |
Bid10:48:11 |
Ask10:48:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.68EUR |
-2.97% |
16.71
Bid Size: 2,000 |
17.36
Ask Size: 2,000 |
Parker Hannifin Corp |
540.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9NUW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.64 |
| Intrinsic value: |
15.01 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
15.01 |
| Time value: |
1.57 |
| Break-even: |
674.44 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
0.30% |
| Delta: |
0.89 |
| Theta: |
-0.16 |
| Omega: |
3.52 |
| Rho: |
1.46 |
Quote data
| Open: |
16.65 |
| High: |
16.68 |
| Low: |
16.65 |
| Previous Close: |
17.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.01% |
| 1 Month |
|
|
+52.61% |
| 3 Months |
|
|
+129.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.34 |
13.45 |
| 1M High / 1M Low: |
17.34 |
10.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
