BVT Put 560 PAR 21.03.2025
/ DE000VD92VL5
BVT Put 560 PAR 21.03.2025/ DE000VD92VL5 /
| 11/12/2024 8:17:52 AM |
Chg.- |
Bid8:00:08 AM |
Ask8:00:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.800
Bid Size: 380 |
0.850
Ask Size: 380 |
PARKER-HANNIFIN DL... |
560.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD92VL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-10.41 |
| Time value: |
0.77 |
| Break-even: |
552.30 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
-0.13 |
| Theta: |
-0.08 |
| Omega: |
-10.88 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.27% |
| 1 Month |
|
|
-65.57% |
| 3 Months |
|
|
-82.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.690 |
| 1M High / 1M Low: |
2.120 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
