BVT Put 95 ABT 20.09.2024
/ DE000VM5MYY2
BVT Put 95 ABT 20.09.2024/ DE000VM5MYY2 /
| 09/07/2024 10:13:17 |
Chg.+0.003 |
Bid13:39:34 |
Ask13:39:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
+2.13% |
0.147
Bid Size: 65,000 |
0.157
Ask Size: 65,000 |
Abbott Laboratories |
95.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM5MYY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-0.66 |
| Time value: |
0.16 |
| Break-even: |
86.11 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-13.68 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.144 |
| Previous Close: |
0.141 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.20% |
| 1 Month |
|
|
+87.01% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
-42.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.125 |
| 1M High / 1M Low: |
0.141 |
0.077 |
| 6M High / 6M Low: |
0.206 |
0.077 |
| High (YTD): |
03/01/2024 |
0.260 |
| Low (YTD): |
10/06/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.69% |
| Volatility 6M: |
|
178.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
