BVT Call 620 PH 20.12.2024
/ DE000VD3SLN5
BVT Call 620 PH 20.12.2024/ DE000VD3SLN5 /
| 2024-05-27 10:20:27 AM |
Chg.+0.130 |
Bid12:00:13 PM |
Ask12:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+10.57% |
1.350
Bid Size: 4,000 |
1.490
Ask Size: 4,000 |
Parker Hannifin Corp |
620.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-8.31 |
| Time value: |
1.27 |
| Break-even: |
584.31 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.26 |
| Theta: |
-0.08 |
| Omega: |
9.92 |
| Rho: |
0.64 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.360 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.02% |
| 1 Month |
|
|
-46.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.230 |
| 1M High / 1M Low: |
2.700 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
