BVT Call 165 ABBV 21.06.2024
/ DE000VM0AAB6
BVT Call 165 ABBV 21.06.2024/ DE000VM0AAB6 /
| 2024-05-14 10:21:41 AM |
Chg.+0.030 |
Bid10:51:22 AM |
Ask10:51:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.250
Bid Size: 11,000 |
0.280
Ask Size: 11,000 |
AbbVie Inc |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0AAB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.34 |
| Time value: |
0.27 |
| Break-even: |
155.59 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.40 |
| Theta: |
-0.06 |
| Omega: |
22.15 |
| Rho: |
0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-79.56% |
| YTD |
|
|
-36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.250 |
| 1M High / 1M Low: |
1.020 |
0.250 |
| 6M High / 6M Low: |
1.920 |
0.150 |
| High (YTD): |
2024-03-12 |
1.920 |
| Low (YTD): |
2024-05-13 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.31% |
| Volatility 6M: |
|
203.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
