BVT Call 560 PH 20.06.2025
/ DE000VD9NT73
BVT Call 560 PH 20.06.2025/ DE000VD9NT73 /
| 09/10/2024 08:48:38 |
Chg.-0.25 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.56EUR |
-2.31% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
560.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9NT7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.87 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
6.14 |
| Time value: |
4.55 |
| Break-even: |
617.12 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
0.47% |
| Delta: |
0.73 |
| Theta: |
-0.14 |
| Omega: |
3.89 |
| Rho: |
2.15 |
Quote data
| Open: |
10.56 |
| High: |
10.56 |
| Low: |
10.56 |
| Previous Close: |
10.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
+30.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.21 |
10.81 |
| 1M High / 1M Low: |
11.30 |
7.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
