BVT Call 580 PH 20.12.2024
/ DE000VD3SLT2
BVT Call 580 PH 20.12.2024/ DE000VD3SLT2 /
| 16/07/2024 16:54:24 |
Chg.+0.780 |
Bid17:31:24 |
Ask17:31:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+33.77% |
3.330
Bid Size: 12,000 |
3.370
Ask Size: 12,000 |
Parker Hannifin Corp |
580.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-3.24 |
| Time value: |
2.42 |
| Break-even: |
556.39 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
1.68% |
| Delta: |
0.42 |
| Theta: |
-0.13 |
| Omega: |
8.78 |
| Rho: |
0.81 |
Quote data
| Open: |
2.350 |
| High: |
3.090 |
| Low: |
2.350 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.60% |
| 1 Month |
|
|
+117.61% |
| 3 Months |
|
|
-22.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
1.340 |
| 1M High / 1M Low: |
2.310 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
