BVT Put 440 PAR 20.12.2024
/ DE000VD3SLJ3
BVT Put 440 PAR 20.12.2024/ DE000VD3SLJ3 /
| 2024-07-30 8:46:02 AM |
Chg.+0.060 |
Bid1:30:12 PM |
Ask1:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+9.84% |
0.660
Bid Size: 5,000 |
0.700
Ask Size: 5,000 |
PARKER-HANNIFIN DL... |
440.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-6.70 |
| Time value: |
0.71 |
| Break-even: |
432.90 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.15 |
| Theta: |
-0.06 |
| Omega: |
-10.84 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.54% |
| 1 Month |
|
|
-39.09% |
| 3 Months |
|
|
-40.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.550 |
| 1M High / 1M Low: |
1.250 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
