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BVT Call 35 ABBN 21.06.2024/  DE000VV7QWL9  /

Frankfurt Zert./VONT
13/06/2024  10:22:38 Chg.-0.090 Bid12:19:34 Ask12:19:34 Underlying Strike price Expiration date Option type
17.040EUR -0.53% 16.940
Bid Size: 13,000		 16.960
Ask Size: 13,000		 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: 3.06
Leverage: Yes

Calculated values

Fair value: 16.82
Intrinsic value: 16.80
Implied volatility: 1.88
Historic volatility: 0.21
Parity: 16.80
Time value: 0.50
Break-even: 53.50
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.54
Spread abs.: 0.20
Spread %: 1.17%
Delta: 0.93
Theta: -0.12
Omega: 2.86
Rho: 0.01
 

Quote data

Open: 17.040
High: 17.040
Low: 17.040
Previous Close: 17.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.64%
1 Month  
+31.99%
3 Months  
+131.84%
YTD  
+389.66%
1 Year  
+401.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.130 15.410
1M High / 1M Low: 17.130 12.750
6M High / 6M Low: 17.130 1.960
High (YTD): 12/06/2024 17.130
Low (YTD): 19/01/2024 1.960
52W High: 12/06/2024 17.130
52W Low: 27/10/2023 0.460
Avg. price 1W:   16.128
Avg. volume 1W:   0.000
Avg. price 1M:   14.589
Avg. volume 1M:   0.000
Avg. price 6M:   7.436
Avg. volume 6M:   0.000
Avg. price 1Y:   4.577
Avg. volume 1Y:   0.000
Volatility 1M:   65.22%
Volatility 6M:   118.66%
Volatility 1Y:   148.52%
Volatility 3Y:   -