BVT Put 27 PHI1 21.06.2024
/ DE000VD48EX8
BVT Put 27 PHI1 21.06.2024/ DE000VD48EX8 /
| 2024-05-23 5:05:41 PM |
Chg.+0.380 |
Bid6:01:40 PM |
Ask6:01:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
+19.59% |
2.400
Bid Size: 3,000 |
2.700
Ask Size: 3,000 |
KONINKL. PHILIPS EO ... |
27.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD48EX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
1.72 |
| Time value: |
0.61 |
| Break-even: |
24.67 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.35 |
| Spread %: |
17.68% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-7.18 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.110 |
| High: |
2.320 |
| Low: |
2.110 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.650 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| 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: |
|
- |
