BVT Put 180 ABBV 20.12.2024
/ DE000VC021U6
BVT Put 180 ABBV 20.12.2024/ DE000VC021U6 /
| 11/11/2024 13:51:17 |
Chg.+0.004 |
Bid15:48:27 |
Ask15:48:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+5.63% |
0.750
Bid Size: 40,000 |
0.770
Ask Size: 40,000 |
AbbVie Inc |
180.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/07/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-191.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.82 |
| Time value: |
0.10 |
| Break-even: |
167.04 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.02 |
| Spread %: |
24.36% |
| Delta: |
-0.11 |
| Theta: |
-0.04 |
| Omega: |
-21.71 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.075 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.94% |
| 1 Month |
|
|
-79.17% |
| 3 Months |
|
|
-88.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.143 |
0.071 |
| 1M High / 1M Low: |
0.440 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
