BVT Call 16 PHI1 21.06.2024
/ DE000VM4D709
BVT Call 16 PHI1 21.06.2024/ DE000VM4D709 /
| 2024-06-03 8:11:25 AM |
Chg.-0.19 |
Bid6:18:46 PM |
Ask6:18:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.15EUR |
-2.03% |
8.60
Bid Size: 3,000 |
8.92
Ask Size: 3,000 |
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: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.91 |
| Intrinsic value: |
8.88 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.37 |
| Parity: |
8.88 |
| Time value: |
0.61 |
| Break-even: |
25.49 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.40 |
| Spread %: |
4.40% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
2.36 |
| Rho: |
0.01 |
Quote data
| Open: |
9.15 |
| High: |
9.15 |
| Low: |
9.15 |
| Previous Close: |
9.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.78% |
| 1 Month |
|
|
+2.23% |
| 3 Months |
|
|
+211.22% |
| YTD |
|
|
+61.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.34 |
8.99 |
| 1M High / 1M Low: |
9.76 |
8.46 |
| 6M High / 6M Low: |
9.76 |
2.64 |
| High (YTD): |
2024-05-20 |
9.76 |
| Low (YTD): |
2024-03-26 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.52% |
| Volatility 6M: |
|
257.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
