BVT Put 520 PAR 20.12.2024
/ DE000VD3SLV8
BVT Put 520 PAR 20.12.2024/ DE000VD3SLV8 /
2024-09-24 8:03:18 PM |
Chg.-0.050 |
Bid9:57:18 PM |
Ask9:57:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-6.76% |
- Bid Size: - |
- Ask Size: - |
PARKER-HANNIFIN DL... |
520.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SLV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PARKER-HANNIFIN DL-,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-70.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
-3.69 |
Time value: |
0.79 |
Break-even: |
512.10 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.05 |
Spread %: |
6.76% |
Delta: |
-0.22 |
Theta: |
-0.09 |
Omega: |
-15.52 |
Rho: |
-0.31 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.690 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.01% |
1 Month |
|
|
-37.84% |
3 Months |
|
|
-80.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.720 |
1M High / 1M Low: |
1.980 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |