BVT Call 18 PHI1 21.06.2024/  DE000VM3V4W3  /

Frankfurt Zert./VONT
2024-05-24  7:53:19 PM Chg.+0.280 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
6.860EUR +4.26% -
Bid Size: -
-
Ask Size: -
KONINKL. PHILIPS EO ... 18.00 EUR 2024-06-21 Call
 

Master data

WKN: VM3V4W
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-12
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 7.02
Intrinsic value: 6.97
Implied volatility: 1.07
Historic volatility: 0.37
Parity: 6.97
Time value: 0.44
Break-even: 25.41
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.40
Spread %: 5.71%
Delta: 0.90
Theta: -0.03
Omega: 3.03
Rho: 0.01
 

Quote data

Open: 6.770
High: 6.910
Low: 6.770
Previous Close: 6.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.60%
1 Month  
+268.82%
3 Months  
+369.86%
YTD  
+71.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.400 6.580
1M High / 1M Low: 7.760 1.860
6M High / 6M Low: 7.760 1.140
High (YTD): 2024-05-17 7.760
Low (YTD): 2024-03-25 1.140
52W High: - -
52W Low: - -
Avg. price 1W:   7.098
Avg. volume 1W:   0.000
Avg. price 1M:   6.820
Avg. volume 1M:   0.000
Avg. price 6M:   3.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,058.28%
Volatility 6M:   442.23%
Volatility 1Y:   -
Volatility 3Y:   -