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BVT Call 35 ABBN 21.06.2024/  DE000VV7QWL9  /

Frankfurt Zert./VONT
17/05/2024  19:51:55 Chg.-0.240 Bid21:59:12 Ask21:59:12 Underlying Strike price Expiration date Option type
12.750EUR -1.85% -
Bid Size: -		 -
Ask Size: -		 ABB LTD N 35.00 CHF 21/06/2024 Call
 

Master data

WKN: VV7QWL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 35.00 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: 3.70
Leverage: Yes

Calculated values

Fair value: 12.47
Intrinsic value: 12.35
Implied volatility: 0.79
Historic volatility: 0.21
Parity: 12.35
Time value: 0.56
Break-even: 48.33
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.18
Spread %: 1.41%
Delta: 0.92
Theta: -0.03
Omega: 3.41
Rho: 0.03
 

Quote data

Open: 12.370
High: 12.750
Low: 12.370
Previous Close: 12.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.24%
1 Month  
+24.15%
3 Months  
+129.32%
YTD  
+266.38%
1 Year  
+358.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.540 12.750
1M High / 1M Low: 13.540 9.820
6M High / 6M Low: 13.540 1.340
High (YTD): 15/05/2024 13.540
Low (YTD): 19/01/2024 1.960
52W High: 15/05/2024 13.540
52W Low: 27/10/2023 0.460
Avg. price 1W:   13.016
Avg. volume 1W:   0.000
Avg. price 1M:   11.346
Avg. volume 1M:   0.000
Avg. price 6M:   5.617
Avg. volume 6M:   0.000
Avg. price 1Y:   3.749
Avg. volume 1Y:   0.000
Volatility 1M:   47.44%
Volatility 6M:   130.30%
Volatility 1Y:   149.92%
Volatility 3Y:   -