BVT Call 16.5 PHI1 21.06.2024
/ DE000VM4CEL5
BVT Call 16.5 PHI1 21.06.2024/ DE000VM4CEL5 /
| 2024-06-11 8:56:56 AM |
Chg.+0.26 |
Bid2:22:16 PM |
Ask2:22:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.94EUR |
+3.39% |
7.96
Bid Size: 18,000 |
8.01
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
16.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4CEL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.97 |
| Intrinsic value: |
7.95 |
| Implied volatility: |
2.01 |
| Historic volatility: |
0.37 |
| Parity: |
7.95 |
| Time value: |
0.40 |
| Break-even: |
24.85 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.40 |
| Spread %: |
5.03% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
2.67 |
| Rho: |
0.00 |
Quote data
| Open: |
7.94 |
| High: |
7.94 |
| Low: |
7.94 |
| Previous Close: |
7.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
-3.64% |
| 3 Months |
|
|
+181.56% |
| YTD |
|
|
+51.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.94 |
7.68 |
| 1M High / 1M Low: |
9.33 |
7.68 |
| 6M High / 6M Low: |
9.33 |
2.24 |
| High (YTD): |
2024-05-20 |
9.33 |
| Low (YTD): |
2024-03-26 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.04% |
| Volatility 6M: |
|
304.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
