BVT Call 16 PHI1 21.06.2024
/ DE000VM4D709
BVT Call 16 PHI1 21.06.2024/ DE000VM4D709 /
| 2024-05-24 7:43:50 PM |
Chg.+0.290 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.850EUR |
+3.39% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
16.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4D70 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.01 |
| Intrinsic value: |
8.97 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.37 |
| Parity: |
8.97 |
| Time value: |
0.42 |
| Break-even: |
25.39 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.40 |
| Spread %: |
4.45% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.45 |
| Rho: |
0.01 |
Quote data
| Open: |
8.690 |
| High: |
8.850 |
| Low: |
8.690 |
| Previous Close: |
8.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.14% |
| 1 Month |
|
|
+136.63% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+57.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.390 |
8.560 |
| 1M High / 1M Low: |
9.740 |
3.740 |
| 6M High / 6M Low: |
9.740 |
2.680 |
| High (YTD): |
2024-05-17 |
9.740 |
| Low (YTD): |
2024-03-25 |
2.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.33% |
| Volatility 6M: |
|
237.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
