BVT Call 16.5 INN1 21.06.2024
/ DE000VD2F7D6
BVT Call 16.5 INN1 21.06.2024/ DE000VD2F7D6 /
| 2024-05-22 4:57:36 PM |
Chg.-0.050 |
Bid6:22:12 PM |
Ask6:22:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-10.42% |
0.400
Bid Size: 7,500 |
0.470
Ask Size: 7,500 |
ING GROEP NV EO... |
16.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VD2F7D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.06 |
| Time value: |
0.52 |
| Break-even: |
17.08 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
20.83% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
15.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.33% |
| 1 Month |
|
|
+196.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.300 |
| 1M High / 1M Low: |
0.490 |
0.142 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
