BVT Call 11.5 INN1 20.09.2024
/ DE000VM41E22
BVT Call 11.5 INN1 20.09.2024/ DE000VM41E22 /
| 2024-09-06 7:53:13 PM |
Chg.-0.230 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.470EUR |
-4.89% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM41E2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.21 |
| Parity: |
4.47 |
| Time value: |
0.23 |
| Break-even: |
16.20 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.16 |
| Spread %: |
3.52% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.08 |
| Rho: |
0.00 |
Quote data
| Open: |
4.650 |
| High: |
4.700 |
| Low: |
4.470 |
| Previous Close: |
4.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
+17.94% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
+83.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
4.470 |
| 1M High / 1M Low: |
4.920 |
3.790 |
| 6M High / 6M Low: |
5.610 |
2.070 |
| High (YTD): |
2024-07-23 |
5.610 |
| Low (YTD): |
2024-02-07 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.52% |
| Volatility 6M: |
|
82.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
