BVT Call 105 ABT 20.09.2024
/ DE000VM3MFB4
BVT Call 105 ABT 20.09.2024/ DE000VM3MFB4 /
| 11/09/2024 08:55:35 |
Chg.+0.07 |
Bid19:00:03 |
Ask19:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+6.67% |
1.03
Bid Size: 62,000 |
1.04
Ask Size: 62,000 |
Abbott Laboratories |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MFB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.04 |
| Break-even: |
106.68 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
8.56 |
| Rho: |
0.02 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+67.16% |
| 3 Months |
|
|
+80.65% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.77 |
| 1M High / 1M Low: |
1.05 |
0.48 |
| 6M High / 6M Low: |
1.87 |
0.22 |
| High (YTD): |
11/03/2024 |
1.87 |
| Low (YTD): |
19/07/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.83% |
| Volatility 6M: |
|
269.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
