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BVT Call 13.5 INN1 21.06.2024/  DE000VU3M1R3  /

Frankfurt Zert./VONT
2024-06-18  4:42:06 PM Chg.+0.150 Bid5:58:21 PM Ask5:58:21 PM Underlying Strike price Expiration date Option type
2.440EUR +6.55% 2.330
Bid Size: 2,000		 2.450
Ask Size: 2,000		 ING GROEP NV EO... 13.50 EUR 2024-06-21 Call
 

Master data

WKN: VU3M1R
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 2.27
Implied volatility: 1.71
Historic volatility: 0.21
Parity: 2.27
Time value: 0.19
Break-even: 15.96
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 3.36
Spread abs.: 0.16
Spread %: 6.96%
Delta: 0.86
Theta: -0.09
Omega: 5.51
Rho: 0.00
 

Quote data

Open: 2.460
High: 2.460
Low: 2.440
Previous Close: 2.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.29%
3 Months  
+139.22%
YTD  
+177.27%
1 Year  
+197.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.640 1.900
1M High / 1M Low: 3.160 1.900
6M High / 6M Low: 3.160 0.125
High (YTD): 2024-05-20 3.160
Low (YTD): 2024-02-07 0.125
52W High: 2024-05-20 3.160
52W Low: 2024-02-07 0.125
Avg. price 1W:   2.284
Avg. volume 1W:   0.000
Avg. price 1M:   2.747
Avg. volume 1M:   0.000
Avg. price 6M:   1.354
Avg. volume 6M:   0.000
Avg. price 1Y:   1.102
Avg. volume 1Y:   0.000
Volatility 1M:   140.68%
Volatility 6M:   212.72%
Volatility 1Y:   177.06%
Volatility 3Y:   -