BVT Call 175 ABBV 21.06.2024
/ DE000VM2HSK0
BVT Call 175 ABBV 21.06.2024/ DE000VM2HSK0 /
| 2024-05-14 10:33:09 AM |
Chg.+0.010 |
Bid1:07:34 PM |
Ask1:07:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+18.52% |
0.063
Bid Size: 10,000 |
0.073
Ask Size: 10,000 |
AbbVie Inc |
175.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2HSK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
210.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.27 |
| Time value: |
0.07 |
| Break-even: |
162.87 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
16.39% |
| Delta: |
0.14 |
| Theta: |
-0.03 |
| Omega: |
29.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.054 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.44% |
| 1 Month |
|
|
-79.35% |
| 3 Months |
|
|
-91.58% |
| YTD |
|
|
-69.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.054 |
| 1M High / 1M Low: |
0.450 |
0.054 |
| 6M High / 6M Low: |
1.220 |
0.054 |
| High (YTD): |
2024-03-12 |
1.220 |
| Low (YTD): |
2024-05-13 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.75% |
| Volatility 6M: |
|
255.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
