BVT Put 560 PH 20.09.2024
/ DE000VD18JS0
BVT Put 560 PH 20.09.2024/ DE000VD18JS0 /
| 2024-06-17 4:55:42 PM |
Chg.-0.400 |
Bid7:45:42 PM |
Ask7:45:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.790EUR |
-6.46% |
5.480
Bid Size: 9,000 |
5.520
Ask Size: 9,000 |
Parker Hannifin Corp |
560.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD18JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
5.30 |
| Time value: |
0.63 |
| Break-even: |
463.93 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
-0.72 |
| Theta: |
-0.08 |
| Omega: |
-5.71 |
| Rho: |
-1.04 |
Quote data
| Open: |
5.650 |
| High: |
5.890 |
| Low: |
5.650 |
| Previous Close: |
6.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.19% |
| 1 Month |
|
|
+74.40% |
| 3 Months |
|
|
+33.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.190 |
3.810 |
| 1M High / 1M Low: |
6.190 |
3.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
