BVT Call 175 ABBV 21.06.2024
/ DE000VM2HSK0
BVT Call 175 ABBV 21.06.2024/ DE000VM2HSK0 /
2024-05-13 8:44:53 AM |
Chg.-0.005 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.052EUR |
-8.77% |
- Bid Size: - |
- Ask Size: - |
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: |
244.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-1.32 |
Time value: |
0.06 |
Break-even: |
163.09 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.01 |
Spread %: |
19.61% |
Delta: |
0.12 |
Theta: |
-0.03 |
Omega: |
30.47 |
Rho: |
0.02 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.052 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.06% |
1 Month |
|
|
-85.56% |
3 Months |
|
|
-93.07% |
YTD |
|
|
-75.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.127 |
0.057 |
1M High / 1M Low: |
0.440 |
0.057 |
6M High / 6M Low: |
1.200 |
0.057 |
High (YTD): |
2024-03-13 |
1.200 |
Low (YTD): |
2024-05-10 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.493 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.91% |
Volatility 6M: |
|
234.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |