BVT Call 20 PHI1 20.09.2024
/ DE000VM3V4R3
BVT Call 20 PHI1 20.09.2024/ DE000VM3V4R3 /
| 16/07/2024 08:56:25 |
Chg.-0.14 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
20.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| 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: |
4.48 |
| High: |
4.48 |
| Low: |
4.48 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.68% |
| 1 Month |
|
|
-1.10% |
| 3 Months |
|
|
+371.58% |
| YTD |
|
|
+52.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.62 |
| 1M High / 1M Low: |
5.02 |
3.81 |
| 6M High / 6M Low: |
6.31 |
0.72 |
| High (YTD): |
20/05/2024 |
6.31 |
| Low (YTD): |
26/03/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.10% |
| Volatility 6M: |
|
660.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
