BVT Call 660 PH 21.03.2025
/ DE000VD99C91
BVT Call 660 PH 21.03.2025/ DE000VD99C91 /
| 11/12/2024 7:55:01 PM |
Chg.-0.480 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.410EUR |
-6.08% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
660.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD99C9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.76 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
4.52 |
| Time value: |
3.43 |
| Break-even: |
698.46 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
0.63% |
| Delta: |
0.70 |
| Theta: |
-0.21 |
| Omega: |
5.82 |
| Rho: |
1.36 |
Quote data
| Open: |
7.840 |
| High: |
7.840 |
| Low: |
7.410 |
| Previous Close: |
7.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
+82.51% |
| 3 Months |
|
|
+254.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.890 |
6.410 |
| 1M High / 1M Low: |
7.890 |
3.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
