BVT Call 17 PHI1 21.06.2024
/ DE000VM36VS8
BVT Call 17 PHI1 21.06.2024/ DE000VM36VS8 /
| 2024-06-11 8:44:25 AM |
Chg.+0.30 |
Bid4:49:59 PM |
Ask4:49:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.49EUR |
+4.17% |
7.43
Bid Size: 18,000 |
7.48
Ask Size: 18,000 |
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: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.47 |
| Intrinsic value: |
7.45 |
| Implied volatility: |
1.95 |
| Historic volatility: |
0.37 |
| Parity: |
7.45 |
| Time value: |
0.44 |
| Break-even: |
24.89 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.39 |
| Spread %: |
5.20% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
2.79 |
| Rho: |
0.00 |
Quote data
| Open: |
7.49 |
| High: |
7.49 |
| Low: |
7.49 |
| Previous Close: |
7.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.46% |
| 1 Month |
|
|
-3.48% |
| 3 Months |
|
|
+216.03% |
| YTD |
|
|
+56.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.45 |
7.19 |
| 1M High / 1M Low: |
8.84 |
7.19 |
| 6M High / 6M Low: |
8.88 |
1.80 |
| High (YTD): |
2024-04-30 |
8.88 |
| Low (YTD): |
2024-03-26 |
1.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.17% |
| Volatility 6M: |
|
345.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
