BVT Call 92 ABT 20.09.2024
/ DE000VM3XQL7
BVT Call 92 ABT 20.09.2024/ DE000VM3XQL7 /
| 2024-07-09 8:55:36 AM |
Chg.-0.12 |
Bid12:08:22 PM |
Ask12:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-9.92% |
1.09
Bid Size: 26,000 |
1.13
Ask Size: 26,000 |
Abbott Laboratories |
92.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| 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: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.40% |
| 1 Month |
|
|
-16.15% |
| 3 Months |
|
|
-44.67% |
| YTD |
|
|
-47.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.10 |
| 1M High / 1M Low: |
1.63 |
1.10 |
| 6M High / 6M Low: |
2.91 |
1.01 |
| High (YTD): |
2024-03-11 |
2.91 |
| Low (YTD): |
2024-05-30 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.22% |
| Volatility 6M: |
|
92.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
