BVT Put 520 PAR 20.12.2024
/ DE000VD3SLV8
BVT Put 520 PAR 20.12.2024/ DE000VD3SLV8 /
9/4/2024 8:01:32 PM |
Chg.+0.180 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
+11.84% |
- Bid Size: - |
- Ask Size: - |
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: |
-30.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.24 |
Parity: |
-0.07 |
Time value: |
1.72 |
Break-even: |
502.80 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
2.38% |
Delta: |
-0.43 |
Theta: |
-0.07 |
Omega: |
-13.08 |
Rho: |
-0.71 |
Quote data
Open: |
1.680 |
High: |
1.700 |
Low: |
1.620 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+37.10% |
1 Month |
|
|
-56.41% |
3 Months |
|
|
-51.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.520 |
0.900 |
1M High / 1M Low: |
4.340 |
0.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
346.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |