BVT Call 540 PH 21.03.2025
/ DE000VD9NUW5
BVT Call 540 PH 21.03.2025/ DE000VD9NUW5 /
| 2024-07-31 4:52:50 PM |
Chg.+0.530 |
Bid5:20:10 PM |
Ask5:20:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.490EUR |
+8.89% |
6.620
Bid Size: 10,000 |
6.660
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
5.03 |
| Break-even: |
559.98 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
0.66% |
| Delta: |
0.62 |
| Theta: |
-0.13 |
| Omega: |
5.19 |
| Rho: |
1.62 |
Quote data
| Open: |
6.440 |
| High: |
6.490 |
| Low: |
6.380 |
| Previous Close: |
5.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.01% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.210 |
5.110 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
