BVT Call 20 PHI1 20.09.2024
/ DE000VM3V4R3
BVT Call 20 PHI1 20.09.2024/ DE000VM3V4R3 /
| 2024-06-28 8:02:05 PM |
Chg.-0.370 |
Bid8:51:22 PM |
Ask8:51:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-8.33% |
4.060
Bid Size: 2,000 |
4.410
Ask Size: 2,000 |
KONINKL. PHILIPS EO ... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V4R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
3.90 |
| Time value: |
0.85 |
| Break-even: |
24.75 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.37 |
| Spread %: |
8.45% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.08 |
| Rho: |
0.03 |
Quote data
| Open: |
4.150 |
| High: |
4.310 |
| Low: |
4.070 |
| Previous Close: |
4.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-28.60% |
| 3 Months |
|
|
+428.57% |
| YTD |
|
|
+38.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.060 |
4.270 |
| 1M High / 1M Low: |
5.730 |
4.270 |
| 6M High / 6M Low: |
6.230 |
0.730 |
| High (YTD): |
2024-05-17 |
6.230 |
| Low (YTD): |
2024-03-25 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.63% |
| Volatility 6M: |
|
563.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
