BVT Call 23 PHI1 21.06.2024
/ DE000VU9EN09
BVT Call 23 PHI1 21.06.2024/ DE000VU9EN09 /
| 14/06/2024 08:42:17 |
Chg.-0.32 |
Bid13:17:06 |
Ask13:17:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-21.62% |
1.05
Bid Size: 19,000 |
1.10
Ask Size: 19,000 |
KONINKL. PHILIPS EO ... |
23.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
VU9EN0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
05/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.37 |
| Parity: |
1.14 |
| Time value: |
0.48 |
| Break-even: |
24.62 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.37 |
| Spread %: |
29.60% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
10.54 |
| Rho: |
0.00 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.43% |
| 1 Month |
|
|
-52.07% |
| 3 Months |
|
|
+544.44% |
| YTD |
|
|
+4.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.31 |
| 1M High / 1M Low: |
3.01 |
1.31 |
| 6M High / 6M Low: |
3.08 |
0.04 |
| High (YTD): |
30/04/2024 |
3.08 |
| Low (YTD): |
19/04/2024 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.75% |
| Volatility 6M: |
|
6,457.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
