BVT Call 94 ABT 20.09.2024
/ DE000VM3XR62
BVT Call 94 ABT 20.09.2024/ DE000VM3XR62 /
2024-08-02 8:48:56 AM |
Chg.+0.34 |
Bid7:31:52 PM |
Ask7:31:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
+27.87% |
1.59 Bid Size: 65,000 |
1.60 Ask Size: 65,000 |
Abbott Laboratories |
94.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3XR6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 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: |
6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.50 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
1.50 |
Time value: |
0.11 |
Break-even: |
103.25 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.90 |
Theta: |
-0.03 |
Omega: |
5.70 |
Rho: |
0.10 |
Quote data
Open: |
1.56 |
High: |
1.56 |
Low: |
1.56 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.80% |
1 Month |
|
|
+51.46% |
3 Months |
|
|
+9.09% |
YTD |
|
|
-19.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
0.86 |
1M High / 1M Low: |
1.35 |
0.81 |
6M High / 6M Low: |
2.74 |
0.81 |
High (YTD): |
2024-03-11 |
2.74 |
Low (YTD): |
2024-07-19 |
0.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.26% |
Volatility 6M: |
|
138.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |