BVT Call 560 PH 21.03.2025
/ DE000VD9NU05
BVT Call 560 PH 21.03.2025/ DE000VD9NU05 /
| 2024-11-12 7:45:48 PM |
Chg.-0.580 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.010EUR |
-3.72% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
560.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9NU0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 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: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.60 |
| Intrinsic value: |
13.89 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
13.89 |
| Time value: |
1.73 |
| Break-even: |
681.38 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
0.32% |
| Delta: |
0.87 |
| Theta: |
-0.17 |
| Omega: |
3.70 |
| Rho: |
1.49 |
Quote data
| Open: |
15.520 |
| High: |
15.520 |
| Low: |
15.010 |
| Previous Close: |
15.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.95% |
| 1 Month |
|
|
+50.85% |
| 3 Months |
|
|
+146.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.590 |
10.500 |
| 1M High / 1M Low: |
15.590 |
8.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
