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: |
|
- |
