BVT Put 19.5 PHI1 21.06.2024
/ DE000VU9ESF2
BVT Put 19.5 PHI1 21.06.2024/ DE000VU9ESF2 /
2024-05-17 8:42:55 AM |
Chg.-0.001 |
Bid4:17:02 PM |
Ask4:17:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-2.33% |
0.024 Bid Size: 32,000 |
0.077 Ask Size: 32,000 |
KONINKL. PHILIPS EO ... |
19.50 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VU9ESF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
19.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-273.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.37 |
Parity: |
-5.91 |
Time value: |
0.09 |
Break-even: |
19.41 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
8.13 |
Spread abs.: |
0.05 |
Spread %: |
121.43% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-13.23 |
Rho: |
0.00 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.043 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-97.39% |
3 Months |
|
|
-97.72% |
YTD |
|
|
-96.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.042 |
1M High / 1M Low: |
1.880 |
0.042 |
6M High / 6M Low: |
2.530 |
0.042 |
High (YTD): |
2024-02-22 |
2.250 |
Low (YTD): |
2024-05-13 |
0.042 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.507 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.84% |
Volatility 6M: |
|
212.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |