BVT Put 520 PH 21.06.2024
/ DE000VM9PP84
BVT Put 520 PH 21.06.2024/ DE000VM9PP84 /
2024-06-14 8:48:23 AM |
Chg.+0.060 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+21.43% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
520.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM9PP8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
1.56 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
1.56 |
Time value: |
0.27 |
Break-even: |
467.46 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.04 |
Spread %: |
2.23% |
Delta: |
-0.76 |
Theta: |
-0.52 |
Omega: |
-19.41 |
Rho: |
-0.06 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-56.96% |
1 Month |
|
|
-39.29% |
3 Months |
|
|
-79.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.280 |
1M High / 1M Low: |
1.310 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.676 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
802.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |