BVT Call 18 PHI1 20.09.2024
/ DE000VM3V4N2
BVT Call 18 PHI1 20.09.2024/ DE000VM3V4N2 /
| 2024-08-02 8:02:45 PM |
Chg.+0.190 |
Bid8:28:36 PM |
Ask8:28:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.110EUR |
+2.40% |
8.200
Bid Size: 2,000 |
8.620
Ask Size: 2,000 |
KONINKL. PHILIPS EO ... |
18.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V4N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.03 |
| Intrinsic value: |
7.94 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.39 |
| Parity: |
7.94 |
| Time value: |
0.46 |
| Break-even: |
26.40 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.42 |
| Spread %: |
5.26% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.82 |
| Rho: |
0.02 |
Quote data
| Open: |
8.400 |
| High: |
8.490 |
| Low: |
8.110 |
| Previous Close: |
7.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.61% |
| 1 Month |
|
|
+38.87% |
| 3 Months |
|
|
+18.39% |
| YTD |
|
|
+89.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.130 |
6.070 |
| 1M High / 1M Low: |
9.130 |
5.840 |
| 6M High / 6M Low: |
9.130 |
1.500 |
| High (YTD): |
2024-07-29 |
9.130 |
| Low (YTD): |
2024-03-25 |
1.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.94% |
| Volatility 6M: |
|
355.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
