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: |
|
- |
