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BVT Call 145 PRG 21.06.2024/  DE000VU2E3R0  /

Frankfurt Zert./VONT
2024-06-17  5:00:49 PM Chg.+0.140 Bid6:26:29 PM Ask6:26:29 PM Underlying Strike price Expiration date Option type
2.180EUR +6.86% 2.220
Bid Size: 5,100		 2.230
Ask Size: 5,100		 PROCTER GAMBLE 145.00 - 2024-06-21 Call
 

Master data

WKN: VU2E3R
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2023-01-20
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.64
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.08
Implied volatility: 2.28
Historic volatility: 0.13
Parity: 1.08
Time value: 0.96
Break-even: 165.40
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.49%
Delta: 0.66
Theta: -1.71
Omega: 5.07
Rho: 0.01
 

Quote data

Open: 2.050
High: 2.180
Low: 2.040
Previous Close: 2.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.32%
1 Month  
+1.87%
3 Months  
+31.33%
YTD  
+190.67%
1 Year  
+48.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.820
1M High / 1M Low: 2.190 1.620
6M High / 6M Low: 2.220 0.670
High (YTD): 2024-05-16 2.220
Low (YTD): 2024-01-22 0.830
52W High: 2024-05-16 2.220
52W Low: 2023-12-15 0.660
Avg. price 1W:   2.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.974
Avg. volume 1M:   0.000
Avg. price 6M:   1.527
Avg. volume 6M:   0.000
Avg. price 1Y:   1.462
Avg. volume 1Y:   0.000
Volatility 1M:   113.08%
Volatility 6M:   131.05%
Volatility 1Y:   122.42%
Volatility 3Y:   -