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BVT Call 155 PRG 21.06.2024/  DE000VU1KP31  /

Frankfurt Zert./VONT
2024-06-19  10:32:16 AM Chg.0.000 Bid12:51:20 PM Ask12:51:20 PM Underlying Strike price Expiration date Option type
1.260EUR 0.00% 1.270
Bid Size: 11,000		 1.320
Ask Size: 11,000		 PROCTER GAMBLE 155.00 - 2024-06-21 Call
 

Master data

WKN: VU1KP3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.26
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.20
Implied volatility: 2.56
Historic volatility: 0.13
Parity: 0.20
Time value: 1.08
Break-even: 167.80
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.56
Theta: -2.94
Omega: 6.92
Rho: 0.00
 

Quote data

Open: 1.260
High: 1.260
Low: 1.260
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+2.44%
3 Months  
+41.57%
YTD  
+293.75%
1 Year  
+43.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.900
1M High / 1M Low: 1.280 0.730
6M High / 6M Low: 1.310 0.290
High (YTD): 2024-05-16 1.310
Low (YTD): 2024-01-22 0.340
52W High: 2024-05-16 1.310
52W Low: 2023-12-15 0.270
Avg. price 1W:   1.132
Avg. volume 1W:   0.000
Avg. price 1M:   1.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   0.811
Avg. volume 1Y:   0.000
Volatility 1M:   209.57%
Volatility 6M:   209.69%
Volatility 1Y:   182.87%
Volatility 3Y:   -