BVT Call 45 ABBN 21.03.2025/  DE000VD3HW72  /

EUWAX
2024-12-20  3:45:33 PM Chg.-1.98 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
5.17EUR -27.69% -
Bid Size: -
-
Ask Size: -
ABB LTD N 45.00 CHF 2025-03-21 Call
 

Master data

WKN: VD3HW7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 45.00 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: 9.65
Leverage: Yes

Calculated values

Fair value: 4.88
Intrinsic value: 3.99
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 3.99
Time value: 1.43
Break-even: 53.73
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.15
Spread %: 2.85%
Delta: 0.76
Theta: -0.02
Omega: 7.31
Rho: 0.08
 

Quote data

Open: 4.64
High: 5.17
Low: 4.64
Previous Close: 7.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.20%
1 Month
  -20.71%
3 Months
  -7.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.93 5.17
1M High / 1M Low: 8.55 5.17
6M High / 6M Low: 8.59 3.00
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.18
Avg. volume 1W:   0.00
Avg. price 1M:   7.29
Avg. volume 1M:   0.00
Avg. price 6M:   6.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.99%
Volatility 6M:   156.42%
Volatility 1Y:   -
Volatility 3Y:   -