BVT Call 17 PHI1 21.06.2024
/ DE000VM36VS8
BVT Call 17 PHI1 21.06.2024/ DE000VM36VS8 /
| 2024-05-24 7:53:11 PM |
Chg.+0.280 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.850EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
17.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM36VS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.02 |
| Intrinsic value: |
7.97 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.37 |
| Parity: |
7.97 |
| Time value: |
0.43 |
| Break-even: |
25.40 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.40 |
| Spread %: |
5.00% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
2.71 |
| Rho: |
0.01 |
Quote data
| Open: |
7.760 |
| High: |
7.880 |
| Low: |
7.760 |
| Previous Close: |
7.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+182.37% |
| 3 Months |
|
|
+266.82% |
| YTD |
|
|
+62.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.390 |
7.570 |
| 1M High / 1M Low: |
8.750 |
2.780 |
| 6M High / 6M Low: |
8.750 |
1.840 |
| High (YTD): |
2024-05-17 |
8.750 |
| Low (YTD): |
2024-03-25 |
1.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
718.22% |
| Volatility 6M: |
|
307.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
