BVT Call 620 PH 20.09.2024
/ DE000VD0WLM5
BVT Call 620 PH 20.09.2024/ DE000VD0WLM5 /
| 2024-07-30 8:49:52 AM |
Chg.- |
Bid8:23:49 AM |
Ask8:23:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.600
Bid Size: 5,000 |
0.730
Ask Size: 5,000 |
Parker Hannifin Corp |
620.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0WLM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-6.61 |
| Time value: |
0.53 |
| Break-even: |
578.36 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.17 |
| Theta: |
-0.16 |
| Omega: |
16.66 |
| Rho: |
0.12 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.50% |
| 1 Month |
|
|
+196.97% |
| 3 Months |
|
|
-70.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.250 |
| 1M High / 1M Low: |
0.830 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
834.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
