BVT Call 160 ABBV 21.06.2024
/ DE000VU9K2Q9
BVT Call 160 ABBV 21.06.2024/ DE000VU9K2Q9 /
| 2024-05-29 1:53:42 PM |
Chg.+0.012 |
Bid2:46:04 PM |
Ask2:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
+9.02% |
0.144
Bid Size: 17,000 |
0.154
Ask Size: 17,000 |
AbbVie Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9K2Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.43 |
| Time value: |
0.18 |
| Break-even: |
149.22 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
5.99% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
26.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.137 |
| High: |
0.145 |
| Low: |
0.137 |
| Previous Close: |
0.133 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.63% |
| 1 Month |
|
|
-74.11% |
| 3 Months |
|
|
-92.41% |
| YTD |
|
|
-76.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.133 |
| 1M High / 1M Low: |
0.810 |
0.133 |
| 6M High / 6M Low: |
2.310 |
0.133 |
| High (YTD): |
2024-03-12 |
2.310 |
| Low (YTD): |
2024-05-28 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.257 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.79% |
| Volatility 6M: |
|
214.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
