BVT Put 560 PAR 20.12.2024
/ DE000VD3SLE4
BVT Put 560 PAR 20.12.2024/ DE000VD3SLE4 /
| 2024-09-24 8:44:51 AM |
Chg.+0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+2.27% |
-
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: |
-39.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
1.09 |
| Break-even: |
546.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
-0.47 |
| Theta: |
-0.06 |
| Omega: |
-18.78 |
| Rho: |
-0.66 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.82% |
| 1 Month |
|
|
-38.07% |
| 3 Months |
|
|
-78.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.32 |
| 1M High / 1M Low: |
2.82 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
