BVT Call 24 PHI1 21.06.2024/  DE000VU9EN33  /

EUWAX
2024-06-07  8:43:10 AM Chg.-0.160 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.540EUR -22.86% -
Bid Size: -
-
Ask Size: -
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: 24.88
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.38
Implied volatility: 0.42
Historic volatility: 0.37
Parity: 0.38
Time value: 0.60
Break-even: 24.98
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.98
Spread abs.: 0.28
Spread %: 40.00%
Delta: 0.60
Theta: -0.03
Omega: 14.95
Rho: 0.00
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.15%
1 Month
  -44.90%
3 Months  
+938.46%
YTD
  -34.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 0.540
1M High / 1M Low: 2.120 0.540
6M High / 6M Low: 2.330 0.007
High (YTD): 2024-04-29 2.330
Low (YTD): 2024-04-22 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   1.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.34%
Volatility 6M:   17,819.29%
Volatility 1Y:   -
Volatility 3Y:   -