BVT Put 440 PAR 20.12.2024
/ DE000VD3SLJ3
BVT Put 440 PAR 20.12.2024/ DE000VD3SLJ3 /
06/09/2024 20:03:38 |
Chg.+0.120 |
Bid21:51:22 |
Ask21:51:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
PARKER-HANNIFIN DL... |
440.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3SLJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PARKER-HANNIFIN DL-,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
440.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-80.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-7.77 |
Time value: |
0.64 |
Break-even: |
433.60 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.04 |
Spread %: |
6.67% |
Delta: |
-0.13 |
Theta: |
-0.08 |
Omega: |
-10.86 |
Rho: |
-0.22 |
Quote data
Open: |
0.610 |
High: |
0.720 |
Low: |
0.580 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+157.14% |
1 Month |
|
|
-48.20% |
3 Months |
|
|
-30.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.240 |
1M High / 1M Low: |
1.390 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.479 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
441.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |