BVT Put 27 PHI1 21.06.2024
/ DE000VD48EX8
BVT Put 27 PHI1 21.06.2024/ DE000VD48EX8 /
| 20/06/2024 20:06:36 |
Chg.-0.510 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-17.29% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
27.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VD48EX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
2.65 |
| Historic volatility: |
0.37 |
| Parity: |
2.90 |
| Time value: |
0.41 |
| Break-even: |
23.69 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.39 |
| Spread %: |
13.36% |
| Delta: |
-0.77 |
| Theta: |
-0.50 |
| Omega: |
-5.63 |
| Rho: |
0.00 |
Quote data
| Open: |
2.530 |
| High: |
2.530 |
| Low: |
2.440 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.01% |
| 1 Month |
|
|
+25.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.150 |
2.940 |
| 1M High / 1M Low: |
3.150 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
