BVT Call 22 PHI1 21.06.2024
/ DE000VU9EN25
BVT Call 22 PHI1 21.06.2024/ DE000VU9EN25 /
| 2024-05-20 8:42:10 AM |
Chg.+0.46 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
+13.18% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
22.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9EN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.38 |
| Parity: |
3.87 |
| Time value: |
0.47 |
| Break-even: |
26.34 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.40 |
| Spread %: |
10.15% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.05 |
| Rho: |
0.02 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.95 |
| Previous Close: |
3.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.34% |
| 1 Month |
|
|
+4288.89% |
| 3 Months |
|
|
+1695.45% |
| YTD |
|
|
+166.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.29 |
| 1M High / 1M Low: |
3.97 |
0.09 |
| 6M High / 6M Low: |
3.97 |
0.09 |
| High (YTD): |
2024-04-30 |
3.97 |
| Low (YTD): |
2024-04-19 |
0.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,920.45% |
| Volatility 6M: |
|
3,526.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
