BVT Call 22 PHI1 21.06.2024
/ DE000VU9EN25
BVT Call 22 PHI1 21.06.2024/ DE000VU9EN25 /
| 6/14/2024 8:42:17 AM |
Chg.-0.33 |
Bid1:33:14 PM |
Ask1:33:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-13.47% |
2.09
Bid Size: 18,000 |
2.14
Ask Size: 18,000 |
KONINKL. PHILIPS EO ... |
22.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9EN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.37 |
| Parity: |
2.14 |
| Time value: |
0.46 |
| Break-even: |
24.60 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.38 |
| Spread %: |
17.12% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
7.22 |
| Rho: |
0.00 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
-35.95% |
| 3 Months |
|
|
+562.50% |
| YTD |
|
|
+43.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.25 |
| 1M High / 1M Low: |
3.95 |
2.25 |
| 6M High / 6M Low: |
3.97 |
0.09 |
| High (YTD): |
4/30/2024 |
3.97 |
| Low (YTD): |
4/19/2024 |
0.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.40% |
| Volatility 6M: |
|
3,513.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
