BVT Call 21 PHI1 20.09.2024
/ DE000VM3V4G6
BVT Call 21 PHI1 20.09.2024/ DE000VM3V4G6 /
| 2024-09-06 8:56:24 AM |
Chg.-0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.85EUR |
-0.17% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
21.00 EUR |
2024-09-20 |
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: |
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: |
6.35 |
| Intrinsic value: |
6.32 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.39 |
| Parity: |
6.32 |
| Time value: |
0.46 |
| Break-even: |
27.78 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.44 |
| Spread %: |
6.94% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.56 |
| Rho: |
0.01 |
Quote data
| Open: |
5.85 |
| High: |
5.85 |
| Low: |
5.85 |
| Previous Close: |
5.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
+2.09% |
| 3 Months |
|
|
+50.39% |
| YTD |
|
|
+147.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.29 |
5.84 |
| 1M High / 1M Low: |
6.62 |
5.18 |
| 6M High / 6M Low: |
6.62 |
0.50 |
| High (YTD): |
2024-08-30 |
6.62 |
| Low (YTD): |
2024-03-26 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.75% |
| Volatility 6M: |
|
811.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
