BVT Call 600 PH 21.03.2025
/ DE000VD9NUY1
BVT Call 600 PH 21.03.2025/ DE000VD9NUY1 /
| 13/11/2024 20:01:23 |
Chg.+0.480 |
Bid08:12:30 |
Ask08:12:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.310EUR |
+4.06% |
12.160
Bid Size: 1,000 |
13.080
Ask Size: 1,000 |
Parker Hannifin Corp |
600.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9NUY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.48 |
| Intrinsic value: |
9.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
9.36 |
| Time value: |
2.28 |
| Break-even: |
681.55 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
0.43% |
| Delta: |
0.81 |
| Theta: |
-0.19 |
| Omega: |
4.57 |
| Rho: |
1.46 |
Quote data
| Open: |
11.730 |
| High: |
12.400 |
| Low: |
11.730 |
| Previous Close: |
11.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.90% |
| 1 Month |
|
|
+59.66% |
| 3 Months |
|
|
+189.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.330 |
10.530 |
| 1M High / 1M Low: |
12.330 |
5.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
