OverviewChartNewsTraderScreen

BVT Call 12 INN1 21.06.2024/  DE000VU138Z5  /

Frankfurt Zert./VONT
2024-05-22  7:50:50 PM Chg.-0.140 Bid8:28:25 AM Ask8:28:25 AM Underlying Strike price Expiration date Option type
4.470EUR -3.04% 4.580
Bid Size: 3,000		 4.670
Ask Size: 3,000		 ING GROEP NV EO... 12.00 EUR 2024-06-21 Call
 

Master data

WKN: VU138Z
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-12
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.46
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 4.56
Implied volatility: 0.91
Historic volatility: 0.21
Parity: 4.56
Time value: 0.22
Break-even: 16.78
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.17
Spread %: 3.69%
Delta: 0.92
Theta: -0.01
Omega: 3.17
Rho: 0.01
 

Quote data

Open: 4.580
High: 4.580
Low: 4.470
Previous Close: 4.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.18%
1 Month  
+22.47%
3 Months  
+360.82%
YTD  
+128.06%
1 Year  
+170.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 4.250
1M High / 1M Low: 4.650 2.870
6M High / 6M Low: 4.650 0.610
High (YTD): 2024-05-20 4.650
Low (YTD): 2024-02-08 0.610
52W High: 2024-05-20 4.650
52W Low: 2024-02-08 0.610
Avg. price 1W:   4.506
Avg. volume 1W:   0.000
Avg. price 1M:   3.933
Avg. volume 1M:   0.000
Avg. price 6M:   2.181
Avg. volume 6M:   0.000
Avg. price 1Y:   1.917
Avg. volume 1Y:   0.000
Volatility 1M:   135.89%
Volatility 6M:   128.79%
Volatility 1Y:   116.49%
Volatility 3Y:   -