BVT Call 600 PH 20.12.2024
/ DE000VD3SLS4
BVT Call 600 PH 20.12.2024/ DE000VD3SLS4 /
| 7/31/2024 8:43:35 AM |
Chg.+0.21 |
Bid1:33:10 PM |
Ask1:33:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+10.19% |
2.39
Bid Size: 5,000 |
2.56
Ask Size: 5,000 |
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: |
22.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-4.51 |
| Time value: |
2.22 |
| Break-even: |
576.95 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
1.83% |
| Delta: |
0.38 |
| Theta: |
-0.14 |
| Omega: |
8.76 |
| Rho: |
0.67 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.23% |
| 1 Month |
|
|
+120.39% |
| 3 Months |
|
|
-32.04% |
| 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: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
