BVT Put 520 PAR 20.12.2024/  DE000VD3SLV8  /

Frankfurt Zert./VONT
29/07/2024  20:01:53 Chg.+0.100 Bid21:59:41 Ask21:59:41 Underlying Strike price Expiration date Option type
2.250EUR +4.65% -
Bid Size: -
-
Ask Size: -
PARKER-HANNIFIN DL... 520.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.33
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 0.90
Implied volatility: 0.16
Historic volatility: 0.22
Parity: 0.90
Time value: 1.29
Break-even: 498.10
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.86%
Delta: -0.49
Theta: -0.05
Omega: -11.47
Rho: -1.08
 

Quote data

Open: 2.120
High: 2.250
Low: 2.080
Previous Close: 2.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month
  -38.86%
3 Months
  -19.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.470 1.930
1M High / 1M Low: 3.830 1.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.178
Avg. volume 1W:   0.000
Avg. price 1M:   2.679
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -