BVT Call 600 PH 20.12.2024
/ DE000VD3SLS4
BVT Call 600 PH 20.12.2024/ DE000VD3SLS4 /
2024-07-31 8:04:26 PM |
Chg.+0.240 |
Bid10:01:45 AM |
Ask10:01:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.390EUR |
+11.16% |
2.660 Bid Size: 3,000 |
2.910 Ask Size: 3,000 |
Parker Hannifin Corp |
600.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
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: |
2.440 |
High: |
2.510 |
Low: |
2.380 |
Previous Close: |
2.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+177.91% |
3 Months |
|
|
-22.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
2.120 |
1M High / 1M Low: |
2.570 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.672 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |