BVT Call 23 PHI1 21.06.2024
/ DE000VU9EN09
BVT Call 23 PHI1 21.06.2024/ DE000VU9EN09 /
| 2024-05-21 8:42:05 AM |
Chg.-0.51 |
Bid10:37:26 AM |
Ask10:37:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-16.94% |
2.53
Bid Size: 18,000 |
2.59
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
23.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9EN0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
2.40 |
| Time value: |
0.41 |
| Break-even: |
25.81 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.37 |
| Spread %: |
15.16% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
7.36 |
| Rho: |
0.02 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.31% |
| 1 Month |
|
|
+6150.00% |
| 3 Months |
|
|
+1823.08% |
| YTD |
|
|
+125.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.40 |
| 1M High / 1M Low: |
3.08 |
0.04 |
| 6M High / 6M Low: |
3.08 |
0.04 |
| High (YTD): |
2024-04-30 |
3.08 |
| Low (YTD): |
2024-04-19 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16,426.23% |
| Volatility 6M: |
|
6,481.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
