BVT Call 460 PH 20.09.2024
/ DE000VM7PC16
BVT Call 460 PH 20.09.2024/ DE000VM7PC16 /
| 2024-06-07 8:51:10 AM |
Chg.-0.58 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.56EUR |
-8.12% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7PC1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.98 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
5.20 |
| Time value: |
1.44 |
| Break-even: |
492.26 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
0.61% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
5.73 |
| Rho: |
0.90 |
Quote data
| Open: |
6.56 |
| High: |
6.56 |
| Low: |
6.56 |
| Previous Close: |
7.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.71% |
| 1 Month |
|
|
-35.43% |
| 3 Months |
|
|
-31.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.01 |
6.39 |
| 1M High / 1M Low: |
10.91 |
6.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
