BVT Call 10 INN1 21.06.2024
/ DE000VU43ZL3
BVT Call 10 INN1 21.06.2024/ DE000VU43ZL3 /
18/06/2024 16:50:16 |
Chg.+0.130 |
Bid17:44:23 |
Ask17:44:23 |
Underlying |
Strike price |
Expiration date |
Option type |
5.900EUR |
+2.25% |
5.830 Bid Size: 2,000 |
5.950 Ask Size: 2,000 |
ING GROEP NV EO... |
10.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
21/03/2023 |
Last trading day: |
21/06/2024 |
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: |
5.900 |
Previous Close: |
5.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.51% |
1 Month |
|
|
-9.65% |
3 Months |
|
|
+36.26% |
YTD |
|
|
+56.91% |
1 Year |
|
|
+104.86% |
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): |
20/05/2024 |
6.630 |
Low (YTD): |
07/02/2024 |
2.150 |
52W High: |
20/05/2024 |
6.630 |
52W Low: |
07/02/2024 |
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: |
|
- |