BVT Call 19.5 PHI1 21.06.2024
/ DE000VU9KGY5
BVT Call 19.5 PHI1 21.06.2024/ DE000VU9KGY5 /
| 2024-06-03 8:54:56 AM |
Chg.-0.03 |
Bid9:38:37 AM |
Ask9:38:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.68EUR |
-0.53% |
5.36
Bid Size: 17,000 |
5.41
Ask Size: 17,000 |
KONINKL. PHILIPS EO ... |
19.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9KGY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
5.38 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.37 |
| Parity: |
5.38 |
| Time value: |
0.64 |
| Break-even: |
25.52 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.40 |
| Spread %: |
7.12% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
5.68 |
| High: |
5.68 |
| Low: |
5.68 |
| Previous Close: |
5.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
+3.84% |
| 3 Months |
|
|
+647.37% |
| YTD |
|
|
+97.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.71 |
5.44 |
| 1M High / 1M Low: |
6.37 |
5.00 |
| 6M High / 6M Low: |
6.37 |
0.46 |
| High (YTD): |
2024-05-20 |
6.37 |
| Low (YTD): |
2024-04-19 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.41% |
| Volatility 6M: |
|
1,093.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
