BVT Put 440 PAR 20.12.2024
/ DE000VD3SLJ3
BVT Put 440 PAR 20.12.2024/ DE000VD3SLJ3 /
| 2024-09-05 8:47:42 AM |
Chg.+0.010 |
Bid7:47:06 PM |
Ask7:47:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+1.82% |
0.600
Bid Size: 13,000 |
0.640
Ask Size: 13,000 |
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: |
-86.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-8.07 |
| Time value: |
0.60 |
| Break-even: |
434.00 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
-0.13 |
| Theta: |
-0.08 |
| Omega: |
-11.01 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.67% |
| 1 Month |
|
|
-68.89% |
| 3 Months |
|
|
-49.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.230 |
| 1M High / 1M Low: |
1.810 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
548.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
