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BVT Call 34 ABBN 21.06.2024/  DE000VV7QWG9  /

Frankfurt Zert./VONT
31/05/2024  20:03:13 Chg.-0.100 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
15.700EUR -0.63% -
Bid Size: -		 -
Ask Size: -		 ABB LTD N 34.00 CHF 21/06/2024 Call
 

Master data

WKN: VV7QWG
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 34.00 CHF
Maturity: 21/06/2024
Issue date: 05/10/2022
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 15.42
Intrinsic value: 15.35
Implied volatility: 1.27
Historic volatility: 0.21
Parity: 15.35
Time value: 0.71
Break-even: 50.79
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.19
Spread %: 1.20%
Delta: 0.92
Theta: -0.06
Omega: 2.86
Rho: 0.02
 

Quote data

Open: 15.820
High: 15.840
Low: 15.670
Previous Close: 15.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.09%
1 Month  
+37.72%
3 Months  
+118.66%
YTD  
+270.28%
1 Year  
+413.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.120 15.680
1M High / 1M Low: 16.120 11.510
6M High / 6M Low: 16.120 2.600
High (YTD): 27/05/2024 16.120
Low (YTD): 19/01/2024 2.610
52W High: 27/05/2024 16.120
52W Low: 27/10/2023 0.620
Avg. price 1W:   15.802
Avg. volume 1W:   0.000
Avg. price 1M:   14.124
Avg. volume 1M:   0.000
Avg. price 6M:   7.480
Avg. volume 6M:   0.000
Avg. price 1Y:   4.843
Avg. volume 1Y:   0.000
Volatility 1M:   52.41%
Volatility 6M:   111.40%
Volatility 1Y:   136.88%
Volatility 3Y:   -