BVT Put 560 PH 21.06.2024
/ DE000VD18JY8
BVT Put 560 PH 21.06.2024/ DE000VD18JY8 /
| 11/06/2024 10:24:49 |
Chg.-0.230 |
Bid12:15:30 |
Ask12:15:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.310EUR |
-6.50% |
3.390
Bid Size: 2,000 |
3.880
Ask Size: 2,000 |
Parker Hannifin Corp |
560.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VD18JY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
3.16 |
| Time value: |
0.13 |
| Break-even: |
487.38 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.23% |
| Delta: |
-0.86 |
| Theta: |
-0.25 |
| Omega: |
-12.81 |
| Rho: |
-0.12 |
Quote data
| Open: |
3.310 |
| High: |
3.310 |
| Low: |
3.310 |
| Previous Close: |
3.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.73% |
| 1 Month |
|
|
+145.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.580 |
3.540 |
| 1M High / 1M Low: |
4.740 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
