BVT Call 560 PH 20.12.2024
/ DE000VD3SLW6
BVT Call 560 PH 20.12.2024/ DE000VD3SLW6 /
| 11/13/2024 7:53:51 PM |
Chg.+0.600 |
Bid9:14:23 PM |
Ask9:14:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.470EUR |
+4.33% |
14.310
Bid Size: 5,000 |
14.370
Ask Size: 5,000 |
Parker Hannifin Corp |
560.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SLW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.29 |
| Intrinsic value: |
13.12 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
13.12 |
| Time value: |
0.58 |
| Break-even: |
664.47 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
0.37% |
| Delta: |
0.92 |
| Theta: |
-0.26 |
| Omega: |
4.44 |
| Rho: |
0.48 |
Quote data
| Open: |
13.800 |
| High: |
14.610 |
| Low: |
13.800 |
| Previous Close: |
13.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.58% |
| 1 Month |
|
|
+71.24% |
| 3 Months |
|
|
+205.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.470 |
12.460 |
| 1M High / 1M Low: |
14.470 |
6.830 |
| 6M High / 6M Low: |
14.470 |
1.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.15% |
| Volatility 6M: |
|
230.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
