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BVT Call 680 ASME 21.06.2024/  DE000VU1P113  /

Frankfurt Zert./VONT
2024-04-11  5:01:04 PM Chg.-0.200 Bid8:03:08 AM Ask8:03:08 AM Underlying Strike price Expiration date Option type
23.290EUR -0.85% 20.180
Bid Size: 1,000		 20.190
Ask Size: 0		 ASML HOLDING EO -... 680.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1P11
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 680.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 19.22
Intrinsic value: 19.08
Implied volatility: 1.79
Historic volatility: 0.29
Parity: 19.08
Time value: 5.56
Break-even: 926.40
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 2.09
Spread abs.: 0.01
Spread %: 0.04%
Delta: 0.79
Theta: -2.68
Omega: 2.79
Rho: 0.24
 

Quote data

Open: 24.150
High: 24.150
Low: 23.020
Previous Close: 23.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -2.59%
YTD  
+270.27%
1 Year  
+139.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 29.060 3.660
High (YTD): 2024-03-07 29.060
Low (YTD): 2024-01-17 3.660
52W High: 2024-03-07 29.060
52W Low: 2023-09-26 1.850
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   14.415
Avg. volume 6M:   114.943
Avg. price 1Y:   8.623
Avg. volume 1Y:   46.083
Volatility 1M:   -
Volatility 6M:   190.87%
Volatility 1Y:   169.18%
Volatility 3Y:   -