BVT Call 30 ABBN 21.06.2024
/ DE000VV7QWM7
BVT Call 30 ABBN 21.06.2024/ DE000VV7QWM7 /
| 2024-06-06 8:36:50 AM |
Chg.+1.01 |
Bid11:18:51 AM |
Ask11:18:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.01EUR |
+5.05% |
21.34
Bid Size: 13,000 |
21.36
Ask Size: 13,000 |
ABB LTD N |
30.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VV7QWM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.39 |
| Intrinsic value: |
20.35 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.21 |
| Parity: |
20.35 |
| Time value: |
0.81 |
| Break-even: |
52.05 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.19 |
| Spread %: |
0.91% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
2.25 |
| Rho: |
0.01 |
Quote data
| Open: |
21.01 |
| High: |
21.01 |
| Low: |
21.01 |
| Previous Close: |
20.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.25% |
| 1 Month |
|
|
+34.77% |
| 3 Months |
|
|
+93.46% |
| YTD |
|
|
+158.74% |
| 1 Year |
|
|
+249.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
20.23 |
19.59 |
| 1M High / 1M Low: |
20.23 |
15.59 |
| 6M High / 6M Low: |
20.23 |
6.06 |
| High (YTD): |
2024-06-04 |
20.23 |
| Low (YTD): |
2024-01-19 |
6.06 |
| 52W High: |
2024-06-04 |
20.23 |
| 52W Low: |
2023-10-27 |
1.95 |
| Avg. price 1W: |
|
19.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
35.94% |
| Volatility 6M: |
|
71.50% |
| Volatility 1Y: |
|
96.25% |
| Volatility 3Y: |
|
- |
