BVT Put 26 PHI1 21.06.2024
/ DE000VD48DK7
BVT Put 26 PHI1 21.06.2024/ DE000VD48DK7 /
| 2024-05-24 7:43:54 PM |
Chg.-0.250 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-14.79% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
26.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD48DK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
1.03 |
| Time value: |
0.60 |
| Break-even: |
24.37 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
22.56% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-9.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
1.440 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.58% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.060 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
