BVT Call 660 PH 20.09.2024
/ DE000VD3SLP0
BVT Call 660 PH 20.09.2024/ DE000VD3SLP0 /
| 2024-05-03 7:46:13 PM |
Chg.+0.060 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+13.95% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
660.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD3SLP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-11.51 |
| Time value: |
0.50 |
| Break-even: |
618.29 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
0.13 |
| Theta: |
-0.07 |
| Omega: |
13.19 |
| Rho: |
0.23 |
Quote data
| Open: |
0.450 |
| High: |
0.570 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.430 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.647 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
