BVT Call 21 PHI1 21.06.2024
/ DE000VU9ENQ0
BVT Call 21 PHI1 21.06.2024/ DE000VU9ENQ0 /
| 6/7/2024 8:43:12 AM |
Chg.-0.19 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-5.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.37 |
| Parity: |
3.20 |
| Time value: |
0.48 |
| Break-even: |
24.68 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.39 |
| Spread %: |
11.85% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.38 |
| Rho: |
0.01 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.35% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+755.26% |
| YTD |
|
|
+64.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.22 |
3.25 |
| 1M High / 1M Low: |
4.92 |
3.25 |
| 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: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.52% |
| Volatility 6M: |
|
2,142.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
