BVT Call 600 PH 20.12.2024
/ DE000VD3SLS4
BVT Call 600 PH 20.12.2024/ DE000VD3SLS4 /
| 2024-11-12 8:00:41 PM |
Chg.-0.580 |
Bid9:46:41 AM |
Ask9:46:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.280EUR |
-5.34% |
10.080
Bid Size: 2,000 |
10.730
Ask Size: 2,000 |
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: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.35 |
| Intrinsic value: |
10.14 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
10.14 |
| Time value: |
0.71 |
| Break-even: |
671.19 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
0.46% |
| Delta: |
0.89 |
| Theta: |
-0.27 |
| Omega: |
5.46 |
| Rho: |
0.50 |
Quote data
| Open: |
10.700 |
| High: |
10.700 |
| Low: |
10.270 |
| Previous Close: |
10.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.11% |
| 1 Month |
|
|
+83.90% |
| 3 Months |
|
|
+264.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.860 |
8.900 |
| 1M High / 1M Low: |
10.860 |
4.090 |
| 6M High / 6M Low: |
10.860 |
0.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.41% |
| Volatility 6M: |
|
283.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
