BVT Call 110 ABT 20.09.2024
/ DE000VM3MFH1
BVT Call 110 ABT 20.09.2024/ DE000VM3MFH1 /
| 2024-08-02 8:02:46 PM |
Chg.+0.020 |
Bid8:32:14 PM |
Ask8:32:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
0.430
Bid Size: 107,000 |
0.440
Ask Size: 107,000 |
Abbott Laboratories |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MFH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.01 |
| Time value: |
0.39 |
| Break-even: |
105.98 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
13.93 |
| Rho: |
0.07 |
Quote data
| Open: |
0.320 |
| High: |
0.400 |
| Low: |
0.320 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
+143.90% |
| 3 Months |
|
|
+2.56% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.149 |
| 1M High / 1M Low: |
0.380 |
0.100 |
| 6M High / 6M Low: |
1.550 |
0.100 |
| High (YTD): |
2024-03-07 |
1.550 |
| Low (YTD): |
2024-07-18 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
532.45% |
| Volatility 6M: |
|
290.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
