BVT Call 16.5 PHI1 20.09.2024
/ DE000VM4CD88
BVT Call 16.5 PHI1 20.09.2024/ DE000VM4CD88 /
| 8/2/2024 8:02:53 PM |
Chg.+0.200 |
Bid8:24:07 PM |
Ask8:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.590EUR |
+2.13% |
9.670
Bid Size: 2,000 |
10.090
Ask Size: 2,000 |
KONINKL. PHILIPS EO ... |
16.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM4CD8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.52 |
| Intrinsic value: |
9.44 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.39 |
| Parity: |
9.44 |
| Time value: |
0.43 |
| Break-even: |
26.37 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.42 |
| Spread %: |
4.44% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.44 |
| Rho: |
0.02 |
Quote data
| Open: |
9.870 |
| High: |
9.970 |
| Low: |
9.590 |
| Previous Close: |
9.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.53% |
| 1 Month |
|
|
+31.91% |
| 3 Months |
|
|
+14.99% |
| YTD |
|
|
+75.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.600 |
7.520 |
| 1M High / 1M Low: |
10.600 |
7.270 |
| 6M High / 6M Low: |
10.600 |
2.450 |
| High (YTD): |
7/29/2024 |
10.600 |
| Low (YTD): |
3/25/2024 |
2.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.11% |
| Volatility 6M: |
|
251.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
