BVT Put 28 PHI1 21.06.2024
/ DE000VD48EZ3
BVT Put 28 PHI1 21.06.2024/ DE000VD48EZ3 /
| 17/06/2024 10:34:28 |
Chg.+0.090 |
Bid11:31:09 |
Ask11:31:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.110EUR |
+2.24% |
4.280
Bid Size: 19,000 |
4.330
Ask Size: 19,000 |
KONINKL. PHILIPS EO ... |
28.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VD48EZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.37 |
| Parity: |
3.89 |
| Time value: |
0.46 |
| Break-even: |
23.65 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
4.61 |
| Spread abs.: |
0.39 |
| Spread %: |
9.85% |
| Delta: |
-0.78 |
| Theta: |
-0.15 |
| Omega: |
-4.34 |
| Rho: |
0.00 |
Quote data
| Open: |
4.110 |
| High: |
4.110 |
| Low: |
4.110 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.22% |
| 1 Month |
|
|
+65.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.630 |
| 1M High / 1M Low: |
4.020 |
2.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
