BVT Call 46 ABBN 21.03.2025/  DE000VD3HW80  /

EUWAX
2024-12-20  3:45:33 PM Chg.-1.86 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
4.37EUR -29.86% -
Bid Size: -
-
Ask Size: -
ABB LTD N 46.00 CHF 2025-03-21 Call
 

Master data

WKN: VD3HW8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 46.00 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: 11.37
Leverage: Yes

Calculated values

Fair value: 4.08
Intrinsic value: 2.91
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 2.91
Time value: 1.69
Break-even: 53.99
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.14
Spread %: 3.14%
Delta: 0.71
Theta: -0.02
Omega: 8.07
Rho: 0.08
 

Quote data

Open: 3.88
High: 4.37
Low: 3.88
Previous Close: 6.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.83%
1 Month
  -23.20%
3 Months
  -10.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.00 4.37
1M High / 1M Low: 7.59 4.37
6M High / 6M Low: 7.77 2.64
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.28
Avg. volume 1W:   0.00
Avg. price 1M:   6.39
Avg. volume 1M:   0.00
Avg. price 6M:   5.34
Avg. volume 6M:   167.97
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.41%
Volatility 6M:   167.05%
Volatility 1Y:   -
Volatility 3Y:   -