BVT Call 19.5 PHI1 20.09.2024
/ DE000VM3V3W5
BVT Call 19.5 PHI1 20.09.2024/ DE000VM3V3W5 /
| 2024-08-02 7:42:31 PM |
Chg.+0.200 |
Bid7:42:43 PM |
Ask7:42:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.680EUR |
+3.09% |
6.670
Bid Size: 3,000 |
7.010
Ask Size: 3,000 |
KONINKL. PHILIPS EO ... |
19.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V3W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.56 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.39 |
| Parity: |
6.44 |
| Time value: |
0.48 |
| Break-even: |
26.42 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.41 |
| Spread %: |
6.30% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.35 |
| Rho: |
0.02 |
Quote data
| Open: |
6.950 |
| High: |
7.030 |
| Low: |
6.680 |
| Previous Close: |
6.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.53% |
| 1 Month |
|
|
+50.45% |
| 3 Months |
|
|
+25.09% |
| YTD |
|
|
+108.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.640 |
4.590 |
| 1M High / 1M Low: |
7.640 |
4.440 |
| 6M High / 6M Low: |
7.640 |
0.880 |
| High (YTD): |
2024-07-29 |
7.640 |
| Low (YTD): |
2024-03-25 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.14% |
| Volatility 6M: |
|
520.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
