BVT Call 20 PHI1 20.09.2024
/ DE000VM3V4R3
BVT Call 20 PHI1 20.09.2024/ DE000VM3V4R3 /
| 7/16/2024 8:04:10 PM |
Chg.-0.200 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.150EUR |
-4.60% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
20.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
3.98 |
| Time value: |
0.74 |
| Break-even: |
24.72 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.37 |
| Spread %: |
8.51% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.03 |
Quote data
| Open: |
4.090 |
| High: |
4.210 |
| Low: |
4.090 |
| Previous Close: |
4.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.26% |
| 1 Month |
|
|
-8.99% |
| 3 Months |
|
|
+319.19% |
| YTD |
|
|
+41.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.960 |
4.350 |
| 1M High / 1M Low: |
5.060 |
3.980 |
| 6M High / 6M Low: |
6.230 |
0.730 |
| High (YTD): |
5/17/2024 |
6.230 |
| Low (YTD): |
3/25/2024 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.894 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.43% |
| Volatility 6M: |
|
566.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
