BVT Call 96 ABT 20.09.2024
/ DE000VM3MEY9
BVT Call 96 ABT 20.09.2024/ DE000VM3MEY9 /
| 9/6/2024 8:55:51 AM |
Chg.-0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-8.24% |
-
Bid Size: - |
-
Ask Size: - |
Abbott Laboratories |
96.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MEY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.17 |
| Parity: |
1.61 |
| Time value: |
0.04 |
| Break-even: |
103.10 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
5.88 |
| Rho: |
0.03 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.65% |
| 1 Month |
|
|
+12.23% |
| 3 Months |
|
|
+57.58% |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.56 |
| 1M High / 1M Low: |
1.70 |
1.18 |
| 6M High / 6M Low: |
2.58 |
0.67 |
| High (YTD): |
3/11/2024 |
2.58 |
| Low (YTD): |
7/19/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.74% |
| Volatility 6M: |
|
157.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
