BVT Call 580 PH 20.12.2024
/ DE000VD3SLT2
BVT Call 580 PH 20.12.2024/ DE000VD3SLT2 /
| 2024-11-12 7:55:18 PM |
Chg.-0.600 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.030EUR |
-4.75% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
580.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SLT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.20 |
| Intrinsic value: |
12.02 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
12.02 |
| Time value: |
0.65 |
| Break-even: |
670.63 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
0.40% |
| Delta: |
0.91 |
| Theta: |
-0.27 |
| Omega: |
4.77 |
| Rho: |
0.50 |
Quote data
| Open: |
12.550 |
| High: |
12.550 |
| Low: |
12.030 |
| Previous Close: |
12.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.70% |
| 1 Month |
|
|
+72.60% |
| 3 Months |
|
|
+231.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.630 |
7.260 |
| 1M High / 1M Low: |
12.630 |
5.430 |
| 6M High / 6M Low: |
12.630 |
1.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.12% |
| Volatility 6M: |
|
252.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
