OverviewChartNewsTraderScreen

BVT Call 10 INN1 21.06.2024/  DE000VU43ZL3  /

Frankfurt Zert./VONT
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:   -