BVT Call 48 ABBN 20.06.2025
/ DE000VD88E50
BVT Call 48 ABBN 20.06.2025/ DE000VD88E50 /
| 12/20/2024 8:07:24 PM |
Chg.+0.030 |
Bid9:07:33 AM |
Ask9:07:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
+0.78% |
3.720
Bid Size: 22,000 |
3.740
Ask Size: 22,000 |
ABB LTD N |
48.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
VD88E5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.77 |
| Time value: |
3.11 |
| Break-even: |
55.41 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
2.92% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
8.15 |
| Rho: |
0.14 |
Quote data
| Open: |
3.500 |
| High: |
3.880 |
| Low: |
3.450 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.51% |
| 1 Month |
|
|
-23.72% |
| 3 Months |
|
|
-1.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
3.830 |
| 1M High / 1M Low: |
6.270 |
3.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
