BVT Call 660 PH 20.12.2024
/ DE000VD3SLR6
BVT Call 660 PH 20.12.2024/ DE000VD3SLR6 /
09/10/2024 19:54:03 |
Chg.+0.060 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
2.230EUR |
+2.76% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
660.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-2.98 |
Time value: |
2.19 |
Break-even: |
623.23 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.05 |
Spread %: |
2.34% |
Delta: |
0.41 |
Theta: |
-0.24 |
Omega: |
10.59 |
Rho: |
0.41 |
Quote data
Open: |
2.060 |
High: |
2.230 |
Low: |
2.060 |
Previous Close: |
2.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.44% |
1 Month |
|
|
+74.22% |
3 Months |
|
|
+725.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.490 |
2.090 |
1M High / 1M Low: |
2.660 |
1.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.950 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |