BVT Call 92 ABT 20.09.2024
/ DE000VM3XQL7
BVT Call 92 ABT 20.09.2024/ DE000VM3XQL7 /
| 09/07/2024 10:21:04 |
Chg.0.000 |
Bid13:04:48 |
Ask13:04:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
0.00% |
1.100
Bid Size: 26,000 |
1.140
Ask Size: 26,000 |
Abbott Laboratories |
92.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3XQL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.93 |
| Time value: |
0.17 |
| Break-even: |
95.94 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
7.17 |
| Rho: |
0.14 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.120 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-27.74% |
| 3 Months |
|
|
-45.63% |
| YTD |
|
|
-45.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.110 |
| 1M High / 1M Low: |
1.620 |
1.110 |
| 6M High / 6M Low: |
2.940 |
1.090 |
| High (YTD): |
07/03/2024 |
2.940 |
| Low (YTD): |
31/05/2024 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.47% |
| Volatility 6M: |
|
88.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
