BVT Put 400 PH 20.06.2025
/ DE000VD9GSQ5
BVT Put 400 PH 20.06.2025/ DE000VD9GSQ5 /
| 2024-07-31 5:06:00 PM |
Chg.-0.140 |
Bid5:58:32 PM |
Ask5:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-12.07% |
1.020
Bid Size: 13,000 |
1.060
Ask Size: 13,000 |
Parker Hannifin Corp |
400.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VD9GSQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-13.98 |
| Time value: |
1.17 |
| Break-even: |
358.13 |
| Moneyness: |
0.73 |
| Premium: |
0.30 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
3.54% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-5.07 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.020 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.100 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
