BVT Call 23 PHI1 20.09.2024
/ DE000VM3V4S1
BVT Call 23 PHI1 20.09.2024/ DE000VM3V4S1 /
| 7/9/2024 8:55:26 AM |
Chg.-0.13 |
Bid12:47:17 PM |
Ask12:47:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-5.56% |
2.29
Bid Size: 23,000 |
2.34
Ask Size: 23,000 |
KONINKL. PHILIPS EO ... |
23.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3V4S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
1.29 |
| Time value: |
1.18 |
| Break-even: |
25.47 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.31 |
| Spread %: |
14.35% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
6.59 |
| Rho: |
0.03 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.51% |
| 1 Month |
|
|
-6.75% |
| 3 Months |
|
|
+689.29% |
| YTD |
|
|
+49.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.54 |
| 1M High / 1M Low: |
2.51 |
1.54 |
| 6M High / 6M Low: |
3.74 |
0.23 |
| High (YTD): |
5/20/2024 |
3.74 |
| Low (YTD): |
3/26/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.60% |
| Volatility 6M: |
|
1,249.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
