BVT Call 21 PHI1 20.09.2024
/ DE000VM3V4G6
BVT Call 21 PHI1 20.09.2024/ DE000VM3V4G6 /
| 02/08/2024 19:51:58 |
Chg.+0.230 |
Bid20:38:19 |
Ask20:38:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+4.62% |
5.270
Bid Size: 2,000 |
5.680
Ask Size: 2,000 |
KONINKL. PHILIPS EO ... |
21.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM3V4G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.39 |
| Parity: |
4.94 |
| Time value: |
0.52 |
| Break-even: |
26.46 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.41 |
| Spread %: |
8.12% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.11 |
| Rho: |
0.02 |
Quote data
| Open: |
5.440 |
| High: |
5.540 |
| Low: |
5.210 |
| Previous Close: |
4.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.33% |
| 1 Month |
|
|
+65.92% |
| 3 Months |
|
|
+31.23% |
| YTD |
|
|
+117.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.200 |
3.270 |
| 1M High / 1M Low: |
6.200 |
3.140 |
| 6M High / 6M Low: |
6.200 |
0.510 |
| High (YTD): |
29/07/2024 |
6.200 |
| Low (YTD): |
25/03/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.22% |
| Volatility 6M: |
|
700.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
