BVT Put 560 PAR 20.12.2024
/ DE000VD3SLE4
BVT Put 560 PAR 20.12.2024/ DE000VD3SLE4 /
2024-06-21 7:54:06 PM |
Chg.+0.110 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.290EUR |
+1.78% |
- Bid Size: - |
- Ask Size: - |
PARKER-HANNIFIN DL... |
560.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SLE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PARKER-HANNIFIN DL-,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.85 |
Intrinsic value: |
8.85 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
8.85 |
Time value: |
-2.54 |
Break-even: |
496.90 |
Moneyness: |
1.19 |
Premium: |
-0.05 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.04 |
Spread %: |
0.64% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.120 |
High: |
6.290 |
Low: |
5.930 |
Previous Close: |
6.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.95% |
1 Month |
|
|
+33.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.290 |
6.040 |
1M High / 1M Low: |
6.760 |
4.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |