BVT Call 12 INN1 20.09.2024
/ DE000VM3VX17
BVT Call 12 INN1 20.09.2024/ DE000VM3VX17 /
| 9/6/2024 8:04:59 PM |
Chg.-0.220 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.980EUR |
-5.24% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
12.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3VX1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.21 |
| Parity: |
3.97 |
| Time value: |
0.23 |
| Break-even: |
16.20 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.16 |
| Spread %: |
3.96% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.41 |
| Rho: |
0.00 |
Quote data
| Open: |
4.130 |
| High: |
4.220 |
| Low: |
3.980 |
| Previous Close: |
4.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
+20.61% |
| 3 Months |
|
|
-11.56% |
| YTD |
|
|
+96.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.420 |
3.980 |
| 1M High / 1M Low: |
4.430 |
3.300 |
| 6M High / 6M Low: |
5.110 |
1.640 |
| High (YTD): |
7/23/2024 |
5.110 |
| Low (YTD): |
2/7/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.11% |
| Volatility 6M: |
|
94.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
