BVT Call 580 PH 20.06.2025
/ DE000VD9NT57
BVT Call 580 PH 20.06.2025/ DE000VD9NT57 /
05/09/2024 20:03:02 |
Chg.+0.180 |
Bid21:30:49 |
Ask21:30:49 |
Underlying |
Strike price |
Expiration date |
Option type |
6.550EUR |
+2.83% |
6.610 Bid Size: 10,000 |
6.650 Ask Size: 10,000 |
Parker Hannifin Corp |
580.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
VD9NT5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
580.00 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: |
7.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.28 |
Time value: |
6.69 |
Break-even: |
590.36 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
0.60% |
Delta: |
0.59 |
Theta: |
-0.13 |
Omega: |
4.59 |
Rho: |
1.89 |
Quote data
Open: |
6.670 |
High: |
6.670 |
Low: |
6.430 |
Previous Close: |
6.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.93% |
1 Month |
|
|
+76.55% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.760 |
6.370 |
1M High / 1M Low: |
7.760 |
3.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |