BVT Put 23 PHI1 21.06.2024
/ DE000VD48E75
BVT Put 23 PHI1 21.06.2024/ DE000VD48E75 /
| 17/06/2024 14:03:32 |
Chg.+0.025 |
Bid16:38:38 |
Ask16:38:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+41.67% |
0.083
Bid Size: 36,000 |
0.131
Ask Size: 36,000 |
KONINKL. PHILIPS EO ... |
23.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VD48E7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-234.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
-1.11 |
| Time value: |
0.10 |
| Break-even: |
22.90 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
87.16 |
| Spread abs.: |
0.05 |
| Spread %: |
90.74% |
| Delta: |
-0.16 |
| Theta: |
-0.04 |
| Omega: |
-37.69 |
| Rho: |
0.00 |
Quote data
| Open: |
0.076 |
| High: |
0.085 |
| Low: |
0.076 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
-51.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.043 |
| 1M High / 1M Low: |
0.230 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
