BVT Call 94 ABT 20.09.2024/  DE000VM3XR62  /

EUWAX
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:   -