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BVT Call 160 ADS 21.06.2024/  DE000VU1LG56  /

Frankfurt Zert./VONT
2024-05-14  1:53:54 PM Chg.+0.220 Bid2:54:57 PM Ask2:54:57 PM Underlying Strike price Expiration date Option type
6.650EUR +3.42% 6.620
Bid Size: 24,000		 6.640
Ask Size: 24,000		 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: 3.41
Leverage: Yes

Calculated values

Fair value: 6.50
Intrinsic value: 6.44
Implied volatility: 0.65
Historic volatility: 0.29
Parity: 6.44
Time value: 0.15
Break-even: 225.90
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 1.38%
Delta: 0.96
Theta: -0.07
Omega: 3.26
Rho: 0.16
 

Quote data

Open: 6.540
High: 6.650
Low: 6.540
Previous Close: 6.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+72.73%
3 Months  
+185.41%
YTD  
+102.13%
1 Year  
+129.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.490 6.330
1M High / 1M Low: 7.290 4.520
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:   6.400
Avg. volume 1W:   0.000
Avg. price 1M:   6.438
Avg. volume 1M:   0.000
Avg. price 6M:   3.861
Avg. volume 6M:   0.000
Avg. price 1Y:   3.415
Avg. volume 1Y:   0.000
Volatility 1M:   100.37%
Volatility 6M:   134.26%
Volatility 1Y:   130.86%
Volatility 3Y:   -