BVT Put 25 PHI1 21.06.2024
/ DE000VD48C85
BVT Put 25 PHI1 21.06.2024/ DE000VD48C85 /
| 2024-06-13 4:54:43 PM |
Chg.+0.310 |
Bid5:14:18 PM |
Ask5:14:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+46.97% |
0.970
Bid Size: 25,000 |
1.020
Ask Size: 25,000 |
KONINKL. PHILIPS EO ... |
25.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD48C8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.37 |
| Parity: |
0.45 |
| Time value: |
0.71 |
| Break-even: |
23.84 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.32 |
| Spread %: |
38.10% |
| Delta: |
-0.55 |
| Theta: |
-0.06 |
| Omega: |
-11.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.900 |
| High: |
0.970 |
| Low: |
0.860 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.660 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
