BVT Call 640 PH 20.12.2024
/ DE000VD3SL15
BVT Call 640 PH 20.12.2024/ DE000VD3SL15 /
| 2024-07-30 7:52:03 PM |
Chg.+0.010 |
Bid8:22:26 AM |
Ask8:22:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+0.85% |
1.260
Bid Size: 2,400 |
1.460
Ask Size: 2,400 |
Parker Hannifin Corp |
640.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SL1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 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: |
41.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-8.21 |
| Time value: |
1.24 |
| Break-even: |
604.14 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
0.25 |
| Theta: |
-0.11 |
| Omega: |
10.29 |
| Rho: |
0.45 |
Quote data
| Open: |
1.160 |
| High: |
1.200 |
| Low: |
1.150 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.17% |
| 1 Month |
|
|
+168.18% |
| 3 Months |
|
|
-38.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.830 |
| 1M High / 1M Low: |
1.450 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
