BVT Put 440 PH 20.09.2024/  DE000VM7PCM2  /

Frankfurt Zert./VONT
31/07/2024  10:35:36 Chg.-0.040 Bid13:58:25 Ask13:58:25 Underlying Strike price Expiration date Option type
0.138EUR -22.47% 0.141
Bid Size: 10,000
0.180
Ask Size: 10,000
Parker Hannifin Corp 440.00 USD 20/09/2024 Put
 

Master data

WKN: VM7PCM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Parker Hannifin Corp
Type: Warrant
Option type: Put
Strike price: 440.00 USD
Maturity: 20/09/2024
Issue date: 02/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -253.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -10.28
Time value: 0.20
Break-even: 404.81
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 2.81
Spread abs.: 0.04
Spread %: 24.07%
Delta: -0.06
Theta: -0.08
Omega: -14.42
Rho: -0.04
 

Quote data

Open: 0.138
High: 0.138
Low: 0.138
Previous Close: 0.178
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.03%
1 Month
  -74.91%
3 Months
  -79.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.178 0.145
1M High / 1M Low: 0.580 0.097
6M High / 6M Low: 2.250 0.097
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.08%
Volatility 6M:   250.91%
Volatility 1Y:   -
Volatility 3Y:   -