BVT Call 24 PHI1 21.06.2024
/ DE000VU9EN33
BVT Call 24 PHI1 21.06.2024/ DE000VU9EN33 /
| 2024-05-21 8:42:05 AM |
Chg.-0.48 |
Bid10:07:34 AM |
Ask10:07:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-22.64% |
1.71
Bid Size: 20,000 |
1.77
Ask Size: 20,000 |
KONINKL. PHILIPS EO ... |
24.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9EN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.38 |
| Parity: |
1.40 |
| Time value: |
0.52 |
| Break-even: |
25.92 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.33 |
| Spread %: |
20.75% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
9.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
+16300.00% |
| 3 Months |
|
|
+2242.86% |
| YTD |
|
|
+97.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.59 |
| 1M High / 1M Low: |
2.33 |
0.01 |
| 6M High / 6M Low: |
2.33 |
0.01 |
| High (YTD): |
2024-04-29 |
2.33 |
| Low (YTD): |
2024-04-22 |
0.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45,369.15% |
| Volatility 6M: |
|
17,887.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
