BVT Call 40 ABBN 21.03.2025
/ DE000VD3HWY2
BVT Call 40 ABBN 21.03.2025/ DE000VD3HWY2 /
2024-12-20 8:49:07 AM |
Chg.-2.62 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.52EUR |
-21.58% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
40.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
VD3HWY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.69 |
Intrinsic value: |
9.36 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
9.36 |
Time value: |
0.78 |
Break-even: |
53.08 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.18 |
Spread %: |
1.81% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
4.62 |
Rho: |
0.09 |
Quote data
Open: |
9.52 |
High: |
9.52 |
Low: |
9.52 |
Previous Close: |
12.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.22% |
1 Month |
|
|
-15.15% |
3 Months |
|
|
-2.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.95 |
9.52 |
1M High / 1M Low: |
13.63 |
9.52 |
6M High / 6M Low: |
13.63 |
6.18 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.75% |
Volatility 6M: |
|
104.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |