BVT Put 26 PHI1 21.06.2024
/ DE000VD48DK7
BVT Put 26 PHI1 21.06.2024/ DE000VD48DK7 /
| 17/06/2024 13:41:35 |
Chg.+0.290 |
Bid14:04:04 |
Ask14:04:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+15.03% |
2.230
Bid Size: 19,000 |
2.280
Ask Size: 19,000 |
KONINKL. PHILIPS EO ... |
26.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VD48DK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.37 |
| Parity: |
1.89 |
| Time value: |
0.46 |
| Break-even: |
23.65 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
4.61 |
| Spread abs.: |
0.39 |
| Spread %: |
19.90% |
| Delta: |
-0.72 |
| Theta: |
-0.12 |
| Omega: |
-7.36 |
| Rho: |
0.00 |
Quote data
| Open: |
2.060 |
| High: |
2.220 |
| Low: |
2.060 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
+133.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.570 |
| 1M High / 1M Low: |
1.950 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
