BVT Call 17 PHI1 21.06.2024
/ DE000VM36VS8
BVT Call 17 PHI1 21.06.2024/ DE000VM36VS8 /
| 2024-06-03 8:42:41 AM |
Chg.0.00 |
Bid5:31:11 PM |
Ask5:31:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.17EUR |
0.00% |
7.66
Bid Size: 150 |
8.08
Ask Size: 150 |
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: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.91 |
| Intrinsic value: |
7.88 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.37 |
| Parity: |
7.88 |
| Time value: |
0.60 |
| Break-even: |
25.48 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.40 |
| Spread %: |
4.95% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
2.61 |
| Rho: |
0.01 |
Quote data
| Open: |
8.17 |
| High: |
8.17 |
| Low: |
8.17 |
| Previous Close: |
8.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.29% |
| 1 Month |
|
|
+2.51% |
| 3 Months |
|
|
+285.38% |
| YTD |
|
|
+70.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.17 |
7.91 |
| 1M High / 1M Low: |
8.84 |
7.48 |
| 6M High / 6M Low: |
8.88 |
1.80 |
| High (YTD): |
2024-04-30 |
8.88 |
| Low (YTD): |
2024-03-26 |
1.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.84% |
| Volatility 6M: |
|
347.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
