BVT Call 660 PH 20.12.2024
/ DE000VD3SLR6
BVT Call 660 PH 20.12.2024/ DE000VD3SLR6 /
| 2024-11-11 7:53:51 PM |
Chg.+0.870 |
Bid8:11:18 PM |
Ask8:11:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.700EUR |
+18.01% |
5.650
Bid Size: 6,000 |
5.700
Ask Size: 6,000 |
Parker Hannifin Corp |
660.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SLR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 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: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
3.32 |
| Time value: |
1.36 |
| Break-even: |
662.85 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
1.08% |
| Delta: |
0.73 |
| Theta: |
-0.31 |
| Omega: |
10.09 |
| Rho: |
0.45 |
Quote data
| Open: |
4.620 |
| High: |
5.700 |
| Low: |
4.620 |
| Previous Close: |
4.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+249.69% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
+375.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.390 |
1.630 |
| 1M High / 1M Low: |
5.390 |
1.560 |
| 6M High / 6M Low: |
5.390 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
582.63% |
| Volatility 6M: |
|
415.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
