BVT Call 20 PHI1 20.09.2024
/ DE000VM3V4R3
BVT Call 20 PHI1 20.09.2024/ DE000VM3V4R3 /
7/16/2024 8:56:25 AM |
Chg.-0.14 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.48EUR |
-3.03% |
- 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: |
4.48 |
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): |
5/20/2024 |
6.31 |
Low (YTD): |
3/26/2024 |
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: |
|
- |