BVT Call 40 ABBN 21.03.2025
/ DE000VD3HWY2
BVT Call 40 ABBN 21.03.2025/ DE000VD3HWY2 /
| 23/12/2024 08:47:04 |
Chg.+0.50 |
Bid11:17:02 |
Ask11:17:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.02EUR |
+5.25% |
10.35
Bid Size: 13,000 |
10.37
Ask Size: 13,000 |
ABB LTD N |
40.00 CHF |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.84 |
| Intrinsic value: |
9.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
9.50 |
| Time value: |
0.64 |
| Break-even: |
53.08 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.18 |
| Spread %: |
1.81% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.09 |
Quote data
| Open: |
10.02 |
| High: |
10.02 |
| Low: |
10.02 |
| Previous Close: |
9.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.29% |
| 1 Month |
|
|
-10.70% |
| 3 Months |
|
|
+2.45% |
| 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: |
|
- |
