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BVT Call 10 INN1 21.06.2024/  DE000VU43ZL3  /

Frankfurt Zert./VONT
2024-06-18  7:53:31 PM Chg.+0.080 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
5.850EUR +1.39% -
Bid Size: -		 -
Ask Size: -		 ING GROEP NV EO... 10.00 EUR 2024-06-21 Call
 

Master data

WKN: VU43ZL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-06-21
Issue date: 2023-03-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 5.77
Intrinsic value: 5.77
Implied volatility: 3.71
Historic volatility: 0.21
Parity: 5.77
Time value: 0.17
Break-even: 15.94
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 2.74
Spread abs.: 0.16
Spread %: 2.77%
Delta: 0.94
Theta: -0.11
Omega: 2.49
Rho: 0.00
 

Quote data

Open: 5.940
High: 5.940
Low: 5.850
Previous Close: 5.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month
  -10.41%
3 Months  
+35.10%
YTD  
+55.59%
1 Year  
+103.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.090 5.330
1M High / 1M Low: 6.630 5.330
6M High / 6M Low: 6.630 2.150
High (YTD): 2024-05-20 6.630
Low (YTD): 2024-02-07 2.150
52W High: 2024-05-20 6.630
52W Low: 2024-02-07 2.150
Avg. price 1W:   5.748
Avg. volume 1W:   0.000
Avg. price 1M:   6.212
Avg. volume 1M:   0.000
Avg. price 6M:   4.409
Avg. volume 6M:   0.000
Avg. price 1Y:   3.817
Avg. volume 1Y:   0.000
Volatility 1M:   59.24%
Volatility 6M:   74.37%
Volatility 1Y:   70.13%
Volatility 3Y:   -