BVT Call 49 ABBN 21.03.2025
/ DE000VD3HW49
BVT Call 49 ABBN 21.03.2025/ DE000VD3HW49 /
| 2024-12-20 3:45:33 PM |
Chg.-1.41 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-37.30% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
49.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
VD3HW4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 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: |
20.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
2.52 |
| Break-even: |
55.13 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
4.13% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
10.94 |
| Rho: |
0.06 |
Quote data
| Open: |
2.03 |
| High: |
2.37 |
| Low: |
2.03 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.63% |
| 1 Month |
|
|
-32.48% |
| 3 Months |
|
|
-22.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
2.37 |
| 1M High / 1M Low: |
4.96 |
2.37 |
| 6M High / 6M Low: |
5.51 |
1.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.84% |
| Volatility 6M: |
|
204.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
