BVT Call 19.5 PHI1 21.06.2024
/ DE000VU9KGY5
BVT Call 19.5 PHI1 21.06.2024/ DE000VU9KGY5 /
| 6/14/2024 8:57:04 AM |
Chg.-0.40 |
Bid1:14:31 PM |
Ask1:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
-8.13% |
4.46
Bid Size: 18,000 |
4.51
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
19.50 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.64 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.37 |
| Parity: |
4.64 |
| Time value: |
0.43 |
| Break-even: |
24.57 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.39 |
| Spread %: |
8.33% |
| Delta: |
0.86 |
| Theta: |
-0.09 |
| Omega: |
4.10 |
| Rho: |
0.00 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.64% |
| 1 Month |
|
|
-20.84% |
| 3 Months |
|
|
+293.04% |
| YTD |
|
|
+56.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.70 |
| 1M High / 1M Low: |
6.37 |
4.70 |
| 6M High / 6M Low: |
6.37 |
0.46 |
| High (YTD): |
5/20/2024 |
6.37 |
| Low (YTD): |
4/19/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.97% |
| Volatility 6M: |
|
1,088.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
