BVT Put 440 PH 21.03.2025
/ DE000VD9GS65
BVT Put 440 PH 21.03.2025/ DE000VD9GS65 /
| 2024-07-31 4:54:40 PM |
Chg.-0.160 |
Bid5:51:32 PM |
Ask5:51:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-13.56% |
1.010
Bid Size: 13,000 |
1.050
Ask Size: 13,000 |
Parker Hannifin Corp |
440.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD9GS6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-10.28 |
| Time value: |
1.19 |
| Break-even: |
394.92 |
| Moneyness: |
0.80 |
| Premium: |
0.23 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
-0.15 |
| Theta: |
-0.06 |
| Omega: |
-6.29 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.020 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.130 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
