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BVT Call 15 GZF 21.06.2024/  DE000VU1VKM6  /

Frankfurt Zert./VONT
2024-05-22  10:30:38 AM Chg.-0.100 Bid1:39:50 PM Ask1:39:50 PM Underlying Strike price Expiration date Option type
0.760EUR -11.63% 0.790
Bid Size: 16,000		 0.800
Ask Size: 16,000		 ENGIE S.A. INH. ... 15.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1VKM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.62
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.62
Implied volatility: 0.35
Historic volatility: 0.16
Parity: 0.62
Time value: 0.38
Break-even: 16.00
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.12
Spread %: 13.64%
Delta: 0.69
Theta: -0.01
Omega: 10.72
Rho: 0.01
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.63%
1 Month
  -24.00%
3 Months  
+68.89%
YTD
  -47.95%
1 Year
  -40.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.860
1M High / 1M Low: 1.450 0.570
6M High / 6M Low: 1.930 0.260
High (YTD): 2024-01-10 1.930
Low (YTD): 2024-02-09 0.260
52W High: 2024-01-10 1.930
52W Low: 2024-02-09 0.260
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   0.985
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   1.062
Avg. volume 1Y:   0.000
Volatility 1M:   259.80%
Volatility 6M:   204.61%
Volatility 1Y:   173.74%
Volatility 3Y:   -