BVT Call 165 ABBV 21.06.2024
/ DE000VM0AAB6
BVT Call 165 ABBV 21.06.2024/ DE000VM0AAB6 /
| 30/05/2024 08:12:33 |
Chg.-0.012 |
Bid09:26:45 |
Ask09:26:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-18.75% |
0.057
Bid Size: 11,000 |
0.067
Ask Size: 11,000 |
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: |
176.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.89 |
| Time value: |
0.08 |
| Break-even: |
152.87 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
31.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.79% |
| 1 Month |
|
|
-85.56% |
| 3 Months |
|
|
-96.85% |
| YTD |
|
|
-88.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.178 |
0.064 |
| 1M High / 1M Low: |
0.470 |
0.064 |
| 6M High / 6M Low: |
1.910 |
0.064 |
| High (YTD): |
13/03/2024 |
1.910 |
| Low (YTD): |
29/05/2024 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.45% |
| Volatility 6M: |
|
212.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
