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BVT Call 10 INN1 21.06.2024/  DE000VU43ZL3  /

Frankfurt Zert./VONT
6/19/2024  4:50:24 PM Chg.-0.270 Bid6:50:52 PM Ask6:50:52 PM Underlying Strike price Expiration date Option type
5.580EUR -4.62% 5.600
Bid Size: 3,000		 5.720
Ask Size: 3,000		 ING GROEP NV EO... 10.00 EUR 6/21/2024 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: 6/21/2024
Issue date: 3/21/2023
Last trading day: 6/21/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 5.78
Intrinsic value: 5.77
Implied volatility: 4.84
Historic volatility: 0.21
Parity: 5.77
Time value: 0.22
Break-even: 15.99
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 10.97
Spread abs.: 0.16
Spread %: 2.74%
Delta: 0.93
Theta: -0.20
Omega: 2.44
Rho: 0.00
 

Quote data

Open: 5.840
High: 5.870
Low: 5.580
Previous Close: 5.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.37%
1 Month
  -14.55%
3 Months  
+22.64%
YTD  
+48.40%
1 Year  
+93.75%
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): 5/20/2024 6.630
Low (YTD): 2/7/2024 2.150
52W High: 5/20/2024 6.630
52W Low: 2/7/2024 2.150
Avg. price 1W:   5.732
Avg. volume 1W:   0.000
Avg. price 1M:   6.196
Avg. volume 1M:   0.000
Avg. price 6M:   4.425
Avg. volume 6M:   0.000
Avg. price 1Y:   3.825
Avg. volume 1Y:   0.000
Volatility 1M:   58.16%
Volatility 6M:   74.39%
Volatility 1Y:   70.00%
Volatility 3Y:   -