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BVT Call 160 Consumer Discr. Sele.../  DE000VD4UR55  /

Frankfurt Zert./VONT
2024-05-15  8:01:27 PM Chg.+0.030 Bid8:54:56 AM Ask8:53:28 AM Underlying Strike price Expiration date Option type
1.550EUR +1.97% 1.550
Bid Size: 8,000		 1.590
Ask Size: 8,000		 - 160.00 - 2024-06-21 Call
 

Master data

WKN: VD4UR5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2024-04-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 10.66
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.52
Implied volatility: 0.60
Historic volatility: 0.16
Parity: 0.52
Time value: 1.03
Break-even: 175.50
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.61
Theta: -0.17
Omega: 6.52
Rho: 0.09
 

Quote data

Open: 1.550
High: 1.550
Low: 1.530
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.490
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -