BVT Call 25 PHI1 21.03.2025
/ DE000VD3VU35
BVT Call 25 PHI1 21.03.2025/ DE000VD3VU35 /
| 24/01/2025 10:21:39 |
Chg.+0.120 |
Bid10:52:15 |
Ask10:52:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+6.42% |
1.970
Bid Size: 25,000 |
2.030
Ask Size: 25,000 |
KONINKL. PHILIPS EO ... |
25.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD3VU3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.41 |
| Parity: |
0.62 |
| Time value: |
1.47 |
| Break-even: |
27.09 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.28 |
| Spread %: |
15.47% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.36 |
| Rho: |
0.02 |
Quote data
| Open: |
1.990 |
| High: |
1.990 |
| Low: |
1.990 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.39% |
| 1 Month |
|
|
+60.48% |
| 3 Months |
|
|
-65.87% |
| YTD |
|
|
+57.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.550 |
| 1M High / 1M Low: |
1.870 |
1.180 |
| 6M High / 6M Low: |
5.910 |
1.100 |
| High (YTD): |
23/01/2025 |
1.870 |
| Low (YTD): |
14/01/2025 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.95% |
| Volatility 6M: |
|
202.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |