BVT Call 170 ABBV 21.06.2024/  DE000VM0JWP1  /

Frankfurt Zert./VONT
2024-05-13  8:03:22 PM Chg.-0.002 Bid8:08:20 AM Ask8:08:20 AM Underlying Strike price Expiration date Option type
0.121EUR -1.63% 0.123
Bid Size: 10,000
0.137
Ask Size: 10,000
AbbVie Inc 170.00 USD 2024-06-21 Call
 

Master data

WKN: VM0JWP
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-31
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.40
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.86
Time value: 0.13
Break-even: 159.09
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 8.70%
Delta: 0.23
Theta: -0.04
Omega: 27.02
Rho: 0.03
 

Quote data

Open: 0.121
High: 0.140
Low: 0.116
Previous Close: 0.123
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.52%
1 Month
  -74.26%
3 Months
  -88.37%
YTD
  -59.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.182 0.121
1M High / 1M Low: 0.700 0.121
6M High / 6M Low: 1.560 0.098
High (YTD): 2024-03-12 1.560
Low (YTD): 2024-05-13 0.121
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.677
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   423.98%
Volatility 6M:   234.66%
Volatility 1Y:   -
Volatility 3Y:   -