BVT Put 160 ABBV 20.12.2024
/ DE000VC021Q4
BVT Put 160 ABBV 20.12.2024/ DE000VC021Q4 /
2024-09-04 8:01:22 PM |
Chg.+0.003 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+2.56% |
- Bid Size: - |
- Ask Size: - |
AbbVie Inc |
160.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VC021Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-07-31 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
-3.41 |
Time value: |
0.14 |
Break-even: |
143.46 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.01 |
Spread %: |
7.94% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-11.52 |
Rho: |
-0.05 |
Quote data
Open: |
0.121 |
High: |
0.124 |
Low: |
0.108 |
Previous Close: |
0.117 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-5.51% |
1 Month |
|
|
-71.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.134 |
0.109 |
1M High / 1M Low: |
0.420 |
0.109 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |