BVT Call 580 PH 21.03.2025/  DE000VD9NU13  /

Frankfurt Zert./VONT
2024-11-12  8:03:53 PM Chg.-0.490 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
13.440EUR -3.52% -
Bid Size: -
-
Ask Size: -
Parker Hannifin Corp 580.00 USD 2025-03-21 Call
 

Master data

WKN: VD9NU1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Parker Hannifin Corp
Type: Warrant
Option type: Call
Strike price: 580.00 USD
Maturity: 2025-03-21
Issue date: 2024-07-10
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.76
Leverage: Yes

Calculated values

Fair value: 12.86
Intrinsic value: 12.02
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 12.02
Time value: 1.93
Break-even: 683.43
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.36%
Delta: 0.85
Theta: -0.18
Omega: 4.04
Rho: 1.50
 

Quote data

Open: 13.860
High: 13.860
Low: 13.430
Previous Close: 13.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+48.34%
1 Month  
+56.83%
3 Months  
+168.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.930 9.060
1M High / 1M Low: 13.930 7.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.354
Avg. volume 1W:   0.000
Avg. price 1M:   9.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -