BVT Put 560 PH 20.09.2024
/ DE000VD18JS0
BVT Put 560 PH 20.09.2024/ DE000VD18JS0 /
| 2024-07-30 8:43:48 AM |
Chg.+0.32 |
Bid11:50:00 AM |
Ask11:50:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
+12.90% |
2.68
Bid Size: 3,000 |
2.94
Ask Size: 3,000 |
Parker Hannifin Corp |
560.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD18JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
1.06 |
| Time value: |
1.79 |
| Break-even: |
489.10 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
1.42% |
| Delta: |
-0.53 |
| Theta: |
-0.20 |
| Omega: |
-9.39 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.80 |
| High: |
2.80 |
| Low: |
2.80 |
| Previous Close: |
2.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-46.56% |
| 3 Months |
|
|
-21.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.80 |
2.48 |
| 1M High / 1M Low: |
5.94 |
2.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
