BVT Put 520 PAR 20.12.2024
/ DE000VD3SLV8
BVT Put 520 PAR 20.12.2024/ DE000VD3SLV8 /
| 7/31/2024 2:00:39 PM |
Chg.-0.200 |
Bid3:01:56 PM |
Ask3:01:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-8.73% |
2.070
Bid Size: 5,000 |
2.170
Ask Size: 5,000 |
PARKER-HANNIFIN DL... |
520.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SLV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
1.23 |
| Break-even: |
497.30 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.79% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-11.29 |
| Rho: |
-1.09 |
Quote data
| Open: |
2.060 |
| High: |
2.090 |
| Low: |
2.060 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-43.21% |
| 3 Months |
|
|
-28.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.150 |
| 1M High / 1M Low: |
3.830 |
1.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
