BVT Call 10 INN1 21.06.2024
/ DE000VU43ZL3
BVT Call 10 INN1 21.06.2024/ DE000VU43ZL3 /
2024-06-14 7:53:36 PM |
Chg.-0.290 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.330EUR |
-5.16% |
- 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: |
2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.34 |
Intrinsic value: |
5.33 |
Implied volatility: |
2.52 |
Historic volatility: |
0.21 |
Parity: |
5.33 |
Time value: |
0.18 |
Break-even: |
15.51 |
Moneyness: |
1.53 |
Premium: |
0.01 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.16 |
Spread %: |
2.99% |
Delta: |
0.93 |
Theta: |
-0.06 |
Omega: |
2.59 |
Rho: |
0.00 |
Quote data
Open: |
5.330 |
High: |
5.330 |
Low: |
5.240 |
Previous Close: |
5.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.59% |
1 Month |
|
|
-13.47% |
3 Months |
|
|
+29.06% |
YTD |
|
|
+41.76% |
1 Year |
|
|
+86.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.260 |
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: |
|
5.846 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.244 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.802 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
51.78% |
Volatility 6M: |
|
73.56% |
Volatility 1Y: |
|
69.57% |
Volatility 3Y: |
|
- |