BVT Call 21 PHI1 21.06.2024
/ DE000VU9ENQ0
BVT Call 21 PHI1 21.06.2024/ DE000VU9ENQ0 /
| 6/13/2024 8:41:35 AM |
Chg.- |
Bid8:06:15 AM |
Ask8:06:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
- |
3.14
Bid Size: 4,000 |
3.38
Ask Size: 4,000 |
KONINKL. PHILIPS EO ... |
21.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9ENQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.37 |
| Parity: |
3.55 |
| Time value: |
0.46 |
| Break-even: |
25.01 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.39 |
| Spread %: |
10.77% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
5.08 |
| Rho: |
0.00 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
3.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.85% |
| 1 Month |
|
|
-19.06% |
| 3 Months |
|
|
+525.45% |
| YTD |
|
|
+73.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.52 |
3.23 |
| 1M High / 1M Low: |
4.92 |
3.23 |
| 6M High / 6M Low: |
4.92 |
0.18 |
| High (YTD): |
5/20/2024 |
4.92 |
| Low (YTD): |
4/19/2024 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.23% |
| Volatility 6M: |
|
2,141.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
