BVT Call 18.5 PHI1 20.09.2024
/ DE000VM3V4H4
BVT Call 18.5 PHI1 20.09.2024/ DE000VM3V4H4 /
| 7/9/2024 10:13:13 AM |
Chg.+0.140 |
Bid1:01:55 PM |
Ask1:01:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.300EUR |
+2.27% |
6.220
Bid Size: 18,000 |
6.270
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
18.50 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.79 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.37 |
| Parity: |
5.79 |
| Time value: |
0.69 |
| Break-even: |
24.98 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.39 |
| Spread %: |
6.40% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.03 |
Quote data
| Open: |
6.300 |
| High: |
6.300 |
| Low: |
6.300 |
| Previous Close: |
6.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.54% |
| 1 Month |
|
|
-1.10% |
| 3 Months |
|
|
+303.85% |
| YTD |
|
|
+63.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.380 |
5.360 |
| 1M High / 1M Low: |
6.460 |
5.360 |
| 6M High / 6M Low: |
7.620 |
1.270 |
| High (YTD): |
5/17/2024 |
7.620 |
| Low (YTD): |
3/25/2024 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.36% |
| Volatility 6M: |
|
403.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
