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BVT Call 135 PRG 21.06.2024/  DE000VU3HLN7  /

Frankfurt Zert./VONT
18/06/2024  10:31:19 Chg.-0.090 Bid12:11:03 Ask12:11:03 Underlying Strike price Expiration date Option type
3.040EUR -2.88% 3.040
Bid Size: 11,000		 3.080
Ask Size: 11,000		 PROCTER GAMBLE 135.00 - 21/06/2024 Call
 

Master data

WKN: VU3HLN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 21/06/2024
Issue date: 13/02/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 2.10
Implied volatility: 3.46
Historic volatility: 0.13
Parity: 2.10
Time value: 0.95
Break-even: 165.50
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.73
Theta: -2.70
Omega: 3.74
Rho: 0.01
 

Quote data

Open: 3.040
High: 3.040
Low: 3.040
Previous Close: 3.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.01%
1 Month
  -0.33%
3 Months  
+18.75%
YTD  
+120.29%
1 Year  
+42.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.130 2.740
1M High / 1M Low: 3.130 2.530
6M High / 6M Low: 3.130 1.270
High (YTD): 17/06/2024 3.130
Low (YTD): 05/01/2024 1.500
52W High: 17/06/2024 3.130
52W Low: 15/12/2023 1.260
Avg. price 1W:   2.960
Avg. volume 1W:   0.000
Avg. price 1M:   2.896
Avg. volume 1M:   0.000
Avg. price 6M:   2.370
Avg. volume 6M:   0.000
Avg. price 1Y:   2.226
Avg. volume 1Y:   0.000
Volatility 1M:   79.26%
Volatility 6M:   88.44%
Volatility 1Y:   86.86%
Volatility 3Y:   -