BVT Call 560 PH 20.09.2024
/ DE000VM9PP68
BVT Call 560 PH 20.09.2024/ DE000VM9PP68 /
| 2024-07-16 4:44:16 PM |
Chg.+0.640 |
Bid5:14:24 PM |
Ask5:14:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+34.59% |
2.860
Bid Size: 12,000 |
2.900
Ask Size: 12,000 |
Parker Hannifin Corp |
560.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9PP6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-1.40 |
| Time value: |
1.95 |
| Break-even: |
533.34 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
2.09% |
| Delta: |
0.46 |
| Theta: |
-0.20 |
| Omega: |
11.67 |
| Rho: |
0.38 |
Quote data
| Open: |
1.870 |
| High: |
2.490 |
| Low: |
1.870 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+196.43% |
| 1 Month |
|
|
+156.70% |
| 3 Months |
|
|
-33.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
0.840 |
| 1M High / 1M Low: |
1.850 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
