BVT Call 195 ABBV 20.12.2024
/ DE000VC02286
BVT Call 195 ABBV 20.12.2024/ DE000VC02286 /
| 2024-11-11 1:51:10 PM |
Chg.-0.050 |
Bid2:33:30 PM |
Ask2:33:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-5.26% |
0.061
Bid Size: 2,750 |
0.146
Ask Size: 2,750 |
AbbVie Inc |
195.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VC0228 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-31 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.48 |
| Break-even: |
191.02 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
13.15 |
| Rho: |
0.12 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.35% |
| 1 Month |
|
|
+13.92% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.950 |
| 1M High / 1M Low: |
1.330 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
