BVT Call 95 ABT 20.09.2024
/ DE000VM5MYP0
BVT Call 95 ABT 20.09.2024/ DE000VM5MYP0 /
| 2024-08-02 5:03:27 PM |
Chg.-0.020 |
Bid7:41:03 PM |
Ask7:41:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-1.35% |
1.490
Bid Size: 66,000 |
1.500
Ask Size: 66,000 |
Abbott Laboratories |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM5MYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
1.40 |
| Time value: |
0.12 |
| Break-even: |
103.27 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
6.00 |
| Rho: |
0.10 |
Quote data
| Open: |
1.400 |
| High: |
1.480 |
| Low: |
1.400 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.20% |
| 1 Month |
|
|
+55.32% |
| 3 Months |
|
|
+10.61% |
| YTD |
|
|
-21.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
0.990 |
| 1M High / 1M Low: |
1.480 |
0.760 |
| 6M High / 6M Low: |
2.710 |
0.760 |
| High (YTD): |
2024-03-07 |
2.710 |
| Low (YTD): |
2024-07-18 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.524 |
| Avg. volume 6M: |
|
19.685 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.35% |
| Volatility 6M: |
|
129.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
