BVT Call 600 PH 20.12.2024
/ DE000VD3SLS4
BVT Call 600 PH 20.12.2024/ DE000VD3SLS4 /
| 8/1/2024 8:43:49 AM |
Chg.+0.30 |
Bid7:57:36 PM |
Ask7:57:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
+13.22% |
1.69
Bid Size: 13,000 |
1.73
Ask Size: 13,000 |
Parker Hannifin Corp |
600.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SLS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 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: |
20.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-3.59 |
| Time value: |
2.52 |
| Break-even: |
579.53 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
1.61% |
| Delta: |
0.42 |
| Theta: |
-0.15 |
| Omega: |
8.58 |
| Rho: |
0.74 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.08% |
| 1 Month |
|
|
+135.78% |
| 3 Months |
|
|
-23.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
1.52 |
| 1M High / 1M Low: |
2.43 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
