BVT Call 130 ABT 20.06.2025
/ DE000VC10GM8
BVT Call 130 ABT 20.06.2025/ DE000VC10GM8 /
2024-10-11 1:52:12 PM |
Chg.+0.010 |
Bid3:26:34 PM |
Ask3:26:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+2.86% |
0.350 Bid Size: 6,000 |
0.380 Ask Size: 6,000 |
Abbott Laboratories |
130.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
VC10GM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
-1.32 |
Time value: |
0.35 |
Break-even: |
122.40 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.32 |
Theta: |
-0.02 |
Omega: |
9.73 |
Rho: |
0.21 |
Quote data
Open: |
0.340 |
High: |
0.360 |
Low: |
0.340 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.270 |
1M High / 1M Low: |
0.400 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |