BVT Call 16 PHI1 20.09.2024
/ DE000VM4D725
BVT Call 16 PHI1 20.09.2024/ DE000VM4D725 /
| 06/09/2024 08:11:14 |
Chg.0.00 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.89EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
16.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM4D72 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.34 |
| Intrinsic value: |
11.32 |
| Implied volatility: |
2.22 |
| Historic volatility: |
0.39 |
| Parity: |
11.32 |
| Time value: |
0.43 |
| Break-even: |
27.75 |
| Moneyness: |
1.71 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.44 |
| Spread %: |
3.89% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
2.17 |
| Rho: |
0.00 |
Quote data
| Open: |
10.89 |
| High: |
10.89 |
| Low: |
10.89 |
| Previous Close: |
10.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+2.25% |
| 3 Months |
|
|
+29.18% |
| YTD |
|
|
+86.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.23 |
10.84 |
| 1M High / 1M Low: |
11.60 |
10.04 |
| 6M High / 6M Low: |
11.60 |
2.83 |
| High (YTD): |
30/08/2024 |
11.60 |
| Low (YTD): |
26/03/2024 |
2.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.74 |
| Avg. volume 6M: |
|
.08 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.20% |
| Volatility 6M: |
|
242.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
