BVT Put 26 PHI1 21.06.2024
/ DE000VD48DK7
BVT Put 26 PHI1 21.06.2024/ DE000VD48DK7 /
5/23/2024 4:40:31 PM |
Chg.+0.290 |
Bid4:40:31 PM |
Ask4:40:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
+25.66% |
1.420 Bid Size: 26,000 |
1.470 Ask Size: 26,000 |
KONINKL. PHILIPS EO ... |
26.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
4/30/2024 |
Last trading day: |
6/21/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.35 |
Historic volatility: |
0.37 |
Parity: |
0.72 |
Time value: |
0.63 |
Break-even: |
24.65 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.28 |
Spread %: |
26.17% |
Delta: |
-0.58 |
Theta: |
-0.01 |
Omega: |
-10.91 |
Rho: |
-0.01 |
Quote data
Open: |
1.250 |
High: |
1.420 |
Low: |
1.250 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.41% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.950 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.090 |
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: |
|
- |