BVT Call 140 ABBV 21.06.2024
/ DE000VU9K2S5
BVT Call 140 ABBV 21.06.2024/ DE000VU9K2S5 /
| 6/7/2024 8:57:48 AM |
Chg.+0.31 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
+13.14% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
140.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9K2S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.17 |
| Parity: |
2.72 |
| Time value: |
0.08 |
| Break-even: |
157.61 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.25 |
| Rho: |
0.04 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.80% |
| 1 Month |
|
|
+32.84% |
| 3 Months |
|
|
-31.19% |
| YTD |
|
|
+49.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
1.91 |
| 1M High / 1M Low: |
2.67 |
1.38 |
| 6M High / 6M Low: |
4.00 |
1.38 |
| High (YTD): |
3/15/2024 |
4.00 |
| Low (YTD): |
5/30/2024 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.86% |
| Volatility 6M: |
|
105.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
