BVT Put 180 ABBV 20.12.2024
/ DE000VC021U6
BVT Put 180 ABBV 20.12.2024/ DE000VC021U6 /
| 2024-09-04 7:53:05 PM |
Chg.+0.020 |
Bid9:55:35 PM |
Ask9:55:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
180.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VC021U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 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: |
-47.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-1.60 |
| Time value: |
0.38 |
| Break-even: |
159.12 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.22 |
| Theta: |
-0.03 |
| Omega: |
-10.53 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-59.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.910 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
