BVT Call 600 PH 20.09.2024
/ DE000VD0NMK6
BVT Call 600 PH 20.09.2024/ DE000VD0NMK6 /
8/14/2024 8:38:35 AM |
Chg.-0.070 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-7.78% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
600.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD0NMK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/21/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
59.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-2.59 |
Time value: |
0.87 |
Break-even: |
554.35 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.04 |
Spread %: |
4.82% |
Delta: |
0.32 |
Theta: |
-0.23 |
Omega: |
18.85 |
Rho: |
0.16 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+102.44% |
1 Month |
|
|
+72.92% |
3 Months |
|
|
-50.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.390 |
1M High / 1M Low: |
1.230 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
883.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |