BVT Call 150 ABBV 20.09.2024
/ DE000VM3MEU7
BVT Call 150 ABBV 20.09.2024/ DE000VM3MEU7 /
| 2024-08-02 7:43:55 PM |
Chg.-0.240 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-6.14% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MEU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.17 |
| Parity: |
3.60 |
| Time value: |
0.19 |
| Break-even: |
175.38 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
4.21 |
| Rho: |
0.16 |
Quote data
| Open: |
3.780 |
| High: |
3.880 |
| Low: |
3.650 |
| Previous Close: |
3.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+125.15% |
| 3 Months |
|
|
+109.71% |
| YTD |
|
|
+164.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.910 |
3.090 |
| 1M High / 1M Low: |
3.910 |
1.630 |
| 6M High / 6M Low: |
3.910 |
0.970 |
| High (YTD): |
2024-08-01 |
3.910 |
| Low (YTD): |
2024-05-28 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.42% |
| Volatility 6M: |
|
130.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
