BVT Put 480 PH 20.06.2025
/ DE000VD9GSW3
BVT Put 480 PH 20.06.2025/ DE000VD9GSW3 /
| 2024-08-01 1:52:46 PM |
Chg.-0.070 |
Bid4:04:07 PM |
Ask4:04:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-3.04% |
2.340
Bid Size: 13,000 |
2.380
Ask Size: 13,000 |
Parker Hannifin Corp |
480.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VD9GSW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-7.50 |
| Time value: |
2.32 |
| Break-even: |
420.27 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
-0.22 |
| Theta: |
-0.06 |
| Omega: |
-4.92 |
| Rho: |
-1.21 |
Quote data
| Open: |
2.220 |
| High: |
2.230 |
| Low: |
2.220 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.460 |
| 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: |
|
- |
