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BVT Call 13.5 INN1 21.06.2024/  DE000VU3M1R3  /

Frankfurt Zert./VONT
2024-05-22  7:42:49 PM Chg.-0.150 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
2.980EUR -4.79% -
Bid Size: -		 -
Ask Size: -		 ING GROEP NV EO... 13.50 EUR 2024-06-21 Call
 

Master data

WKN: VU3M1R
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 3.06
Implied volatility: 0.67
Historic volatility: 0.21
Parity: 3.06
Time value: 0.24
Break-even: 16.80
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.17
Spread %: 5.43%
Delta: 0.88
Theta: -0.01
Omega: 4.42
Rho: 0.01
 

Quote data

Open: 3.050
High: 3.100
Low: 2.980
Previous Close: 3.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.76%
1 Month  
+53.61%
3 Months  
+1367.98%
YTD  
+238.64%
1 Year  
+227.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.160 2.740
1M High / 1M Low: 3.160 1.530
6M High / 6M Low: 3.160 0.125
High (YTD): 2024-05-20 3.160
Low (YTD): 2024-02-07 0.125
52W High: 2024-05-20 3.160
52W Low: 2024-02-07 0.125
Avg. price 1W:   2.982
Avg. volume 1W:   0.000
Avg. price 1M:   2.442
Avg. volume 1M:   0.000
Avg. price 6M:   1.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.961
Avg. volume 1Y:   0.000
Volatility 1M:   211.79%
Volatility 6M:   209.09%
Volatility 1Y:   175.22%
Volatility 3Y:   -