BVT Put 560 PH 20.09.2024
/ DE000VD18JS0
BVT Put 560 PH 20.09.2024/ DE000VD18JS0 /
| 6/10/2024 7:56:41 PM |
Chg.-0.260 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
-5.60% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
560.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
4.07 |
| Time value: |
0.78 |
| Break-even: |
471.04 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.83% |
| Delta: |
-0.67 |
| Theta: |
-0.08 |
| Omega: |
-6.65 |
| Rho: |
-1.04 |
Quote data
| Open: |
4.510 |
| High: |
4.510 |
| Low: |
4.380 |
| Previous Close: |
4.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.89% |
| 1 Month |
|
|
+58.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.270 |
4.460 |
| 1M High / 1M Low: |
5.270 |
2.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
