BVT Put 440 PH 20.09.2024
/ DE000VM7PCM2
BVT Put 440 PH 20.09.2024/ DE000VM7PCM2 /
| 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: |
|
- |
