BVT Call 660 PH 20.12.2024
/ DE000VD3SLR6
BVT Call 660 PH 20.12.2024/ DE000VD3SLR6 /
2024-07-30 8:46:03 AM |
Chg.-0.170 |
Bid12:47:21 PM |
Ask12:47:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-17.71% |
0.830 Bid Size: 4,000 |
0.930 Ask Size: 4,000 |
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: |
61.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-10.30 |
Time value: |
0.82 |
Break-even: |
618.23 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.04 |
Spread %: |
5.13% |
Delta: |
0.18 |
Theta: |
-0.09 |
Omega: |
11.42 |
Rho: |
0.33 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.95% |
1 Month |
|
|
+154.84% |
3 Months |
|
|
-52.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.530 |
1M High / 1M Low: |
0.970 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
411.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |