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BVT Call 24 PHI1 21.06.2024/  DE000VU9EN33  /

Frankfurt Zert./VONT
2024-06-14  10:31:19 AM Chg.-0.010 Bid11:28:29 AM Ask11:28:29 AM Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.330
Bid Size: 28,000		 0.380
Ask Size: 28,000		 KONINKL. PHILIPS EO ... 24.00 EUR 2024-06-21 Call
 

Master data

WKN: VU9EN3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-05
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 37.72
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.14
Implied volatility: 0.42
Historic volatility: 0.37
Parity: 0.14
Time value: 0.50
Break-even: 24.64
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.91
Spread abs.: 0.24
Spread %: 60.00%
Delta: 0.56
Theta: -0.04
Omega: 20.97
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -78.05%
3 Months  
+271.13%
YTD
  -57.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.370
1M High / 1M Low: 2.040 0.370
6M High / 6M Low: 2.040 0.007
High (YTD): 2024-05-17 2.040
Low (YTD): 2024-04-19 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   1.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.59%
Volatility 6M:   11,567.81%
Volatility 1Y:   -
Volatility 3Y:   -