BVT Call 17 PHI1 21.06.2024
/ DE000VM36VS8
BVT Call 17 PHI1 21.06.2024/ DE000VM36VS8 /
| 2024-05-31 7:50:35 PM |
Chg.-0.310 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.980EUR |
-3.74% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
17.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM36VS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.28 |
| Intrinsic value: |
8.24 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.37 |
| Parity: |
8.24 |
| Time value: |
0.48 |
| Break-even: |
25.72 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.41 |
| Spread %: |
4.93% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
2.62 |
| Rho: |
0.01 |
Quote data
| Open: |
8.220 |
| High: |
8.220 |
| Low: |
7.980 |
| Previous Close: |
8.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
+248.47% |
| YTD |
|
|
+65.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.290 |
7.980 |
| 1M High / 1M Low: |
8.750 |
7.260 |
| 6M High / 6M Low: |
8.750 |
1.840 |
| High (YTD): |
2024-05-17 |
8.750 |
| Low (YTD): |
2024-03-25 |
1.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.28% |
| Volatility 6M: |
|
305.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
