BVT Call 16.5 PHI1 21.06.2024
/ DE000VM4CEL5
BVT Call 16.5 PHI1 21.06.2024/ DE000VM4CEL5 /
| 2024-05-23 4:50:09 PM |
Chg.-0.380 |
Bid6:32:11 PM |
Ask6:32:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.380EUR |
-4.34% |
8.310
Bid Size: 3,000 |
8.640
Ask Size: 3,000 |
KONINKL. PHILIPS EO ... |
16.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4CEL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.83 |
| Intrinsic value: |
8.78 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.37 |
| Parity: |
8.78 |
| Time value: |
0.35 |
| Break-even: |
25.63 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.41 |
| Spread %: |
4.70% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.57 |
| Rho: |
0.01 |
Quote data
| Open: |
8.590 |
| High: |
8.590 |
| Low: |
8.380 |
| Previous Close: |
8.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
+160.25% |
| 3 Months |
|
|
+221.07% |
| YTD |
|
|
+60.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.240 |
8.760 |
| 1M High / 1M Low: |
9.240 |
2.920 |
| 6M High / 6M Low: |
9.240 |
2.240 |
| High (YTD): |
2024-05-17 |
9.240 |
| Low (YTD): |
2024-03-25 |
2.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
600.65% |
| Volatility 6M: |
|
265.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
