BVT Call 640 PH 20.12.2024
/ DE000VD3SL15
BVT Call 640 PH 20.12.2024/ DE000VD3SL15 /
| 09/10/2024 08:48:49 |
Chg.-0.23 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
-7.52% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
640.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-1.15 |
| Time value: |
2.95 |
| Break-even: |
612.61 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
1.72% |
| Delta: |
0.49 |
| Theta: |
-0.25 |
| Omega: |
9.53 |
| Rho: |
0.50 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.58% |
| 1 Month |
|
|
+57.22% |
| 3 Months |
|
|
+573.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.99 |
| 1M High / 1M Low: |
3.38 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
