BVT Call 20 PHI1 20.09.2024
/ DE000VM3V4R3
BVT Call 20 PHI1 20.09.2024/ DE000VM3V4R3 /
| 2024-08-02 8:48:48 AM |
Chg.-0.44 |
Bid7:47:50 PM |
Ask7:47:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.70EUR |
-7.17% |
6.19
Bid Size: 3,000 |
6.53
Ask Size: 3,000 |
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: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
5.94 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.39 |
| Parity: |
5.94 |
| Time value: |
0.49 |
| Break-even: |
26.43 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.41 |
| Spread %: |
6.81% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.02 |
Quote data
| Open: |
5.70 |
| High: |
5.70 |
| Low: |
5.70 |
| Previous Close: |
6.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.35% |
| 1 Month |
|
|
+49.61% |
| 3 Months |
|
|
+10.04% |
| YTD |
|
|
+94.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.17 |
4.12 |
| 1M High / 1M Low: |
7.17 |
3.81 |
| 6M High / 6M Low: |
7.17 |
0.72 |
| High (YTD): |
2024-07-30 |
7.17 |
| Low (YTD): |
2024-03-26 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.67% |
| Volatility 6M: |
|
662.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
