BVT Call 165 ABBV 21.06.2024
/ DE000VM0AAB6
BVT Call 165 ABBV 21.06.2024/ DE000VM0AAB6 /
| 30/05/2024 13:54:17 |
Chg.+0.003 |
Bid13:54:17 |
Ask13:54:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+5.08% |
0.062
Bid Size: 17,000 |
0.072
Ask Size: 17,000 |
AbbVie Inc |
165.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
196.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.95 |
| Time value: |
0.07 |
| Break-even: |
153.49 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
31.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.057 |
| High: |
0.062 |
| Low: |
0.057 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.51% |
| 1 Month |
|
|
-84.10% |
| 3 Months |
|
|
-95.97% |
| YTD |
|
|
-85.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.055 |
| 1M High / 1M Low: |
0.460 |
0.055 |
| 6M High / 6M Low: |
1.920 |
0.055 |
| High (YTD): |
12/03/2024 |
1.920 |
| Low (YTD): |
28/05/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.85% |
| Volatility 6M: |
|
238.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
