BVT Call 460 PH 21.06.2024
/ DE000VM52470
BVT Call 460 PH 21.06.2024/ DE000VM52470 /
| 5/31/2024 8:24:55 AM |
Chg.+0.43 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
+7.34% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
460.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM5247 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
6.59 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
6.59 |
| Time value: |
0.35 |
| Break-even: |
493.42 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
0.58% |
| Delta: |
0.91 |
| Theta: |
-0.28 |
| Omega: |
6.40 |
| Rho: |
0.21 |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
5.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.48% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-24.58% |
| YTD |
|
|
+73.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.28 |
5.86 |
| 1M High / 1M Low: |
9.91 |
5.86 |
| 6M High / 6M Low: |
10.68 |
2.62 |
| High (YTD): |
4/8/2024 |
10.68 |
| Low (YTD): |
1/17/2024 |
3.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.85% |
| Volatility 6M: |
|
134.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
