BVT Call 18.5 PHI1 20.09.2024
/ DE000VM3V4H4
BVT Call 18.5 PHI1 20.09.2024/ DE000VM3V4H4 /
2024-08-02 7:42:33 PM |
Chg.+0.200 |
Bid8:36:49 PM |
Ask8:36:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.660EUR |
+2.68% |
7.710 Bid Size: 2,000 |
8.130 Ask Size: 2,000 |
KONINKL. PHILIPS EO ... |
18.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VM3V4H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-12 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.54 |
Intrinsic value: |
7.44 |
Implied volatility: |
0.79 |
Historic volatility: |
0.39 |
Parity: |
7.44 |
Time value: |
0.46 |
Break-even: |
26.40 |
Moneyness: |
1.40 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.41 |
Spread %: |
5.47% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.98 |
Rho: |
0.02 |
Quote data
Open: |
7.920 |
High: |
7.990 |
Low: |
7.660 |
Previous Close: |
7.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+38.52% |
1 Month |
|
|
+42.91% |
3 Months |
|
|
+21.39% |
YTD |
|
|
+98.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.610 |
5.530 |
1M High / 1M Low: |
8.610 |
5.360 |
6M High / 6M Low: |
8.610 |
1.270 |
High (YTD): |
2024-07-29 |
8.610 |
Low (YTD): |
2024-03-25 |
1.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.08% |
Volatility 6M: |
|
407.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |