BVT Call 22 PHI1 20.09.2024
/ DE000VM3V3Y1
BVT Call 22 PHI1 20.09.2024/ DE000VM3V3Y1 /
| 2024-06-28 8:53:35 AM |
Chg.-0.14 |
Bid8:03:58 PM |
Ask8:03:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-4.83% |
2.43
Bid Size: 3,000 |
2.73
Ask Size: 3,000 |
KONINKL. PHILIPS EO ... |
22.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V3Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
1.90 |
| Time value: |
1.25 |
| Break-even: |
25.15 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.32 |
| Spread %: |
11.31% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.34 |
| Rho: |
0.03 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
-27.75% |
| 3 Months |
|
|
+590.00% |
| YTD |
|
|
+47.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
2.77 |
| 1M High / 1M Low: |
3.90 |
2.77 |
| 6M High / 6M Low: |
4.55 |
0.34 |
| High (YTD): |
2024-05-20 |
4.55 |
| Low (YTD): |
2024-03-26 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.55% |
| Volatility 6M: |
|
1,008.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
