BVT Call 680 PH 21.03.2025
/ DE000VC00JY8
BVT Call 680 PH 21.03.2025/ DE000VC00JY8 /
| 11/13/2024 9:47:27 AM |
Chg.-0.49 |
Bid10:09:30 AM |
Ask10:09:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.07EUR |
-7.47% |
6.06
Bid Size: 2,000 |
6.52
Ask Size: 2,000 |
Parker Hannifin Corp |
680.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC00JY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/30/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.82 |
| Time value: |
4.24 |
| Break-even: |
701.10 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
0.83% |
| Delta: |
0.62 |
| Theta: |
-0.21 |
| Omega: |
6.73 |
| Rho: |
1.22 |
Quote data
| Open: |
5.84 |
| High: |
6.07 |
| Low: |
5.84 |
| Previous Close: |
6.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.75% |
| 1 Month |
|
|
+99.02% |
| 3 Months |
|
|
+261.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.58 |
5.29 |
| 1M High / 1M Low: |
6.58 |
2.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
