BVT Put 150 ABBV 20.09.2024
/ DE000VM3MMF1
BVT Put 150 ABBV 20.09.2024/ DE000VM3MMF1 /
| 2024-07-10 10:33:06 AM |
Chg.+0.007 |
Bid11:20:55 AM |
Ask11:20:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
+4.67% |
0.155
Bid Size: 10,000 |
0.165
Ask Size: 10,000 |
AbbVie Inc |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MMF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-91.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-1.67 |
| Time value: |
0.17 |
| Break-even: |
137.02 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
6.29% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-14.24 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.64% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-58.68% |
| YTD |
|
|
-81.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.214 |
0.150 |
| 1M High / 1M Low: |
0.221 |
0.097 |
| 6M High / 6M Low: |
0.590 |
0.097 |
| High (YTD): |
2024-01-02 |
0.690 |
| Low (YTD): |
2024-06-26 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.55% |
| Volatility 6M: |
|
204.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
