BVT Call 660 PH 20.09.2024
/ DE000VD3SLP0
BVT Call 660 PH 20.09.2024/ DE000VD3SLP0 /
| 7/30/2024 10:14:35 AM |
Chg.-0.003 |
Bid11:48:36 AM |
Ask11:48:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-2.27% |
0.131
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
Parker Hannifin Corp |
660.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD3SLP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
329.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-10.30 |
| Time value: |
0.15 |
| Break-even: |
611.57 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
2.73 |
| Spread abs.: |
0.04 |
| Spread %: |
33.91% |
| Delta: |
0.06 |
| Theta: |
-0.07 |
| Omega: |
21.06 |
| Rho: |
0.04 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.27% |
| 1 Month |
|
|
+1333.33% |
| 3 Months |
|
|
-84.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.050 |
| 1M High / 1M Low: |
0.330 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,854.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
