BVT Call 17.5 PHI1 20.09.2024
/ DE000VM36WB2
BVT Call 17.5 PHI1 20.09.2024/ DE000VM36WB2 /
06/09/2024 19:41:28 |
Chg.+0.320 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
9.820EUR |
+3.37% |
- Bid Size: - |
- Ask Size: - |
KONINKL. PHILIPS EO ... |
17.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
VM36WB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
19/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.84 |
Intrinsic value: |
9.82 |
Implied volatility: |
1.92 |
Historic volatility: |
0.39 |
Parity: |
9.82 |
Time value: |
0.43 |
Break-even: |
27.75 |
Moneyness: |
1.56 |
Premium: |
0.02 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.44 |
Spread %: |
4.49% |
Delta: |
0.92 |
Theta: |
-0.06 |
Omega: |
2.46 |
Rho: |
0.01 |
Quote data
Open: |
9.490 |
High: |
9.820 |
Low: |
9.460 |
Previous Close: |
9.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.03% |
1 Month |
|
|
+6.86% |
3 Months |
|
|
+34.34% |
YTD |
|
|
+113.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.900 |
9.450 |
1M High / 1M Low: |
10.190 |
8.540 |
6M High / 6M Low: |
10.190 |
1.810 |
High (YTD): |
28/08/2024 |
10.190 |
Low (YTD): |
25/03/2024 |
1.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.354 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.389 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.45% |
Volatility 6M: |
|
316.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |