BVT Call 580 PH 20.09.2024
/ DE000VM9ZGN6
BVT Call 580 PH 20.09.2024/ DE000VM9ZGN6 /
| 9/17/2024 8:01:39 PM |
Chg.+0.940 |
Bid9:11:58 PM |
Ask9:11:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
+54.02% |
2.610
Bid Size: 7,000 |
2.690
Ask Size: 7,000 |
Parker Hannifin Corp |
580.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM9ZGN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
0.51 |
| Break-even: |
541.35 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
2.18 |
| Spread abs.: |
0.07 |
| Spread %: |
3.59% |
| Delta: |
0.72 |
| Theta: |
-1.60 |
| Omega: |
19.09 |
| Rho: |
0.03 |
Quote data
| Open: |
2.000 |
| High: |
2.680 |
| Low: |
2.000 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+116.13% |
| 1 Month |
|
|
+42.55% |
| 3 Months |
|
|
+257.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.150 |
| 1M High / 1M Low: |
2.680 |
1.150 |
| 6M High / 6M Low: |
3.780 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.51% |
| Volatility 6M: |
|
414.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
