BVT Call 580 PH 20.12.2024/  DE000VD3SLT2  /

EUWAX
2024-08-01  8:43:49 AM Chg.+0.40 Bid10:16:23 AM Ask10:16:23 AM Underlying Strike price Expiration date Option type
3.36EUR +13.51% 3.51
Bid Size: 3,000
3.80
Ask Size: 3,000
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:   -