BVT Call 580 PH 20.12.2024
/ DE000VD3SLT2
BVT Call 580 PH 20.12.2024/ DE000VD3SLT2 /
| 2024-08-01 8:43:49 AM |
Chg.+0.40 |
Bid2:35:38 PM |
Ask2:35:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
+13.51% |
3.58
Bid Size: 5,000 |
3.81
Ask Size: 5,000 |
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: |
15.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-1.74 |
| Time value: |
3.28 |
| Break-even: |
568.65 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
1.23% |
| Delta: |
0.49 |
| Theta: |
-0.15 |
| Omega: |
7.80 |
| Rho: |
0.86 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
2.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.52% |
| 1 Month |
|
|
+121.05% |
| 3 Months |
|
|
-19.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.03 |
| 1M High / 1M Low: |
3.20 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
