BVT Call 24 PHI1 19.12.2025
/ DE000VG2CYB6
BVT Call 24 PHI1 19.12.2025/ DE000VG2CYB6 /
| 1/24/2025 8:49:41 AM |
Chg.+0.27 |
Bid10:27:50 AM |
Ask10:27:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.98EUR |
+7.28% |
4.04
Bid Size: 24,000 |
4.10
Ask Size: 24,000 |
KONINKL. PHILIPS EO ... |
24.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
VG2CYB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/6/2025 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.41 |
| Parity: |
1.62 |
| Time value: |
2.64 |
| Break-even: |
28.26 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.29 |
| Spread %: |
7.30% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.12 |
Quote data
| Open: |
3.98 |
| High: |
3.98 |
| Low: |
3.98 |
| Previous Close: |
3.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.52 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |