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BVT Call 160 ADS 21.06.2024/  DE000VU1LG56  /

Frankfurt Zert./VONT
2024-05-28  7:54:51 PM Chg.-0.110 Bid8:57:13 PM Ask8:57:13 PM Underlying Strike price Expiration date Option type
6.240EUR -1.73% 6.230
Bid Size: 3,000		 6.320
Ask Size: 3,000		 ADIDAS AG NA O.N. 160.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1LG5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-05
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.46
Leverage: Yes

Calculated values

Fair value: 6.31
Intrinsic value: 6.27
Implied volatility: 0.86
Historic volatility: 0.29
Parity: 6.27
Time value: 0.16
Break-even: 224.30
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 1.42%
Delta: 0.95
Theta: -0.13
Omega: 3.28
Rho: 0.10
 

Quote data

Open: 6.290
High: 6.340
Low: 6.180
Previous Close: 6.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.57%
1 Month
  -12.85%
3 Months  
+78.80%
YTD  
+89.67%
1 Year  
+182.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.900 6.290
1M High / 1M Low: 7.290 6.290
6M High / 6M Low: 7.290 1.760
High (YTD): 2024-04-29 7.290
Low (YTD): 2024-01-18 1.760
52W High: 2024-04-29 7.290
52W Low: 2024-01-18 1.760
Avg. price 1W:   6.524
Avg. volume 1W:   0.000
Avg. price 1M:   6.656
Avg. volume 1M:   0.000
Avg. price 6M:   4.133
Avg. volume 6M:   0.000
Avg. price 1Y:   3.580
Avg. volume 1Y:   0.000
Volatility 1M:   55.05%
Volatility 6M:   133.89%
Volatility 1Y:   129.27%
Volatility 3Y:   -