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BVT Call 34 ABBN 21.06.2024/  DE000VV7QWG9  /

Frankfurt Zert./VONT
2024-06-06  8:04:05 PM Chg.+0.360 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
17.150EUR +2.14% -
Bid Size: -		 -
Ask Size: -		 ABB LTD N 34.00 CHF 2024-06-21 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: 2024-06-21
Issue date: 2022-10-05
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 16.28
Intrinsic value: 16.23
Implied volatility: 1.59
Historic volatility: 0.21
Parity: 16.23
Time value: 0.83
Break-even: 52.07
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.19
Spread %: 1.13%
Delta: 0.91
Theta: -0.09
Omega: 2.74
Rho: 0.01
 

Quote data

Open: 17.280
High: 17.360
Low: 17.060
Previous Close: 16.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.54%
1 Month  
+43.39%
3 Months  
+143.26%
YTD  
+304.48%
1 Year  
+430.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.790 15.700
1M High / 1M Low: 16.790 11.960
6M High / 6M Low: 16.790 2.610
High (YTD): 2024-06-05 16.790
Low (YTD): 2024-01-19 2.610
52W High: 2024-06-05 16.790
52W Low: 2023-10-27 0.620
Avg. price 1W:   16.048
Avg. volume 1W:   0.000
Avg. price 1M:   14.675
Avg. volume 1M:   0.000
Avg. price 6M:   7.811
Avg. volume 6M:   0.000
Avg. price 1Y:   4.998
Avg. volume 1Y:   0.000
Volatility 1M:   54.70%
Volatility 6M:   110.36%
Volatility 1Y:   136.76%
Volatility 3Y:   -