BVT Call 18.5 PHI1 21.06.2024
/ DE000VM0SME7
BVT Call 18.5 PHI1 21.06.2024/ DE000VM0SME7 /
| 2024-06-05 7:51:23 PM |
Chg.-0.080 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.920EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
18.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM0SME |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.88 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.37 |
| Parity: |
5.88 |
| Time value: |
0.47 |
| Break-even: |
24.85 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.39 |
| Spread %: |
6.54% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.37 |
| Rho: |
0.01 |
Quote data
| Open: |
5.760 |
| High: |
5.920 |
| Low: |
5.760 |
| Previous Close: |
6.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
-8.64% |
| 3 Months |
|
|
+419.30% |
| YTD |
|
|
+64.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.800 |
6.000 |
| 1M High / 1M Low: |
7.270 |
5.770 |
| 6M High / 6M Low: |
7.270 |
0.870 |
| High (YTD): |
2024-05-17 |
7.270 |
| Low (YTD): |
2024-03-25 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.23% |
| Volatility 6M: |
|
538.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
