BVT Call 120 ABT 20.09.2024/  DE000VM7N0L0  /

EUWAX
09/07/2024  08:48:21 Chg.-0.009 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.030EUR -23.08% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 120.00 USD 20/09/2024 Call
 

Master data

WKN: VM7N0L
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/09/2024
Issue date: 02/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 235.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -1.65
Time value: 0.04
Break-even: 111.20
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 1.28
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.09
Theta: -0.01
Omega: 20.70
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -37.50%
3 Months
  -90.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.033
1M High / 1M Low: 0.104 0.033
6M High / 6M Low: 0.880 0.024
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.327
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.32%
Volatility 6M:   299.37%
Volatility 1Y:   -
Volatility 3Y:   -