BVT Call 130 ABT 20.06.2025/  DE000VC10GM8  /

Frankfurt Zert./VONT
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:   -