BVT Call 165 ABBV 20.09.2024
/ DE000VM3MEP7
BVT Call 165 ABBV 20.09.2024/ DE000VM3MEP7 /
| 2024-05-29 8:54:23 AM |
Chg.-0.070 |
Bid5:52:05 PM |
Ask5:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-17.07% |
0.340
Bid Size: 42,000 |
0.350
Ask Size: 42,000 |
AbbVie Inc |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MEP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.89 |
| Time value: |
0.37 |
| Break-even: |
155.76 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
13.78 |
| Rho: |
0.15 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.69% |
| 1 Month |
|
|
-53.42% |
| 3 Months |
|
|
-82.47% |
| YTD |
|
|
-47.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.870 |
0.400 |
| 6M High / 6M Low: |
2.210 |
0.270 |
| High (YTD): |
2024-03-15 |
2.210 |
| Low (YTD): |
2024-05-27 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.24% |
| Volatility 6M: |
|
150.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
