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BVT Call 10 INN1 21.06.2024/  DE000VU43ZL3  /

Frankfurt Zert./VONT
2024-05-22  7:50:36 PM Chg.-0.140 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
6.450EUR -2.12% -
Bid Size: -		 -
Ask Size: -		 ING GROEP NV EO... 10.00 EUR 2024-06-21 Call
 

Master data

WKN: VU43ZL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-06-21
Issue date: 2023-03-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 6.59
Intrinsic value: 6.56
Implied volatility: 1.27
Historic volatility: 0.21
Parity: 6.56
Time value: 0.20
Break-even: 16.76
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.17
Spread %: 2.58%
Delta: 0.94
Theta: -0.01
Omega: 2.31
Rho: 0.01
 

Quote data

Open: 6.560
High: 6.560
Low: 6.450
Previous Close: 6.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.71%
1 Month  
+17.70%
3 Months  
+127.92%
YTD  
+71.54%
1 Year  
+122.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.630 6.160
1M High / 1M Low: 6.630 4.800
6M High / 6M Low: 6.630 2.150
High (YTD): 2024-05-20 6.630
Low (YTD): 2024-02-07 2.150
52W High: 2024-05-20 6.630
52W Low: 2024-02-07 2.150
Avg. price 1W:   6.428
Avg. volume 1W:   0.000
Avg. price 1M:   5.853
Avg. volume 1M:   0.000
Avg. price 6M:   3.996
Avg. volume 6M:   0.000
Avg. price 1Y:   3.562
Avg. volume 1Y:   0.000
Volatility 1M:   89.73%
Volatility 6M:   72.44%
Volatility 1Y:   70.50%
Volatility 3Y:   -