BVT Call 580 PH 20.12.2024
/ DE000VD3SLT2
BVT Call 580 PH 20.12.2024/ DE000VD3SLT2 /
| 11/13/2024 10:29:05 AM |
Chg.-0.57 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.96EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
580.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.42 |
| Intrinsic value: |
11.24 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
11.24 |
| Time value: |
0.62 |
| Break-even: |
664.91 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
0.42% |
| Delta: |
0.91 |
| Theta: |
-0.26 |
| Omega: |
5.05 |
| Rho: |
0.49 |
Quote data
| Open: |
11.92 |
| High: |
11.96 |
| Low: |
11.92 |
| Previous Close: |
12.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.57% |
| 1 Month |
|
|
+82.04% |
| 3 Months |
|
|
+225.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.77 |
9.09 |
| 1M High / 1M Low: |
12.77 |
5.69 |
| 6M High / 6M Low: |
12.77 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.46% |
| Volatility 6M: |
|
232.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
