BVT Call 19 PHI1 21.06.2024
/ DE000VM0EM63
BVT Call 19 PHI1 21.06.2024/ DE000VM0EM63 /
| 2024-06-06 8:45:43 AM |
Chg.-0.05 |
Bid10:17:24 AM |
Ask10:17:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
-0.91% |
5.30
Bid Size: 18,000 |
5.35
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
19.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM0EM6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.28 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.37 |
| Parity: |
5.28 |
| Time value: |
0.54 |
| Break-even: |
24.82 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.39 |
| Spread %: |
7.18% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.59 |
| Rho: |
0.01 |
Quote data
| Open: |
5.42 |
| High: |
5.42 |
| Low: |
5.42 |
| Previous Close: |
5.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.87% |
| 1 Month |
|
|
-8.14% |
| 3 Months |
|
|
+515.91% |
| YTD |
|
|
+67.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.21 |
5.33 |
| 1M High / 1M Low: |
6.87 |
5.33 |
| 6M High / 6M Low: |
6.87 |
0.63 |
| High (YTD): |
2024-05-20 |
6.87 |
| Low (YTD): |
2024-04-19 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
810.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
