BVT Put 520 PH 20.09.2024
/ DE000VM9PQD7
BVT Put 520 PH 20.09.2024/ DE000VM9PQD7 /
6/7/2024 8:49:10 AM |
Chg.+0.26 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.52EUR |
+11.50% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
520.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM9PQD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/5/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.36 |
Time value: |
2.21 |
Break-even: |
455.71 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
1.58% |
Delta: |
-0.46 |
Theta: |
-0.10 |
Omega: |
-8.62 |
Rho: |
-0.70 |
Quote data
Open: |
2.52 |
High: |
2.52 |
Low: |
2.52 |
Previous Close: |
2.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.57% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
-5.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.68 |
1.97 |
1M High / 1M Low: |
2.68 |
1.47 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
248.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |