BVT Call 640 PH 20.09.2024
/ DE000VD2R0J4
BVT Call 640 PH 20.09.2024/ DE000VD2R0J4 /
| 2024-08-01 8:54:37 AM |
Chg.+0.080 |
Bid9:52:48 AM |
Ask9:52:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+24.24% |
0.450
Bid Size: 6,700 |
0.520
Ask Size: 6,700 |
Parker Hannifin Corp |
640.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2R0J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
123.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-7.28 |
| Time value: |
0.42 |
| Break-even: |
595.49 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
0.15 |
| Theta: |
-0.14 |
| Omega: |
17.97 |
| Rho: |
0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+269.37% |
| 1 Month |
|
|
+418.99% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.111 |
| 1M High / 1M Low: |
0.490 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,026.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
