BVT Call 35 ABBN 21.06.2024
/ DE000VV7QWL9
BVT Call 35 ABBN 21.06.2024/ DE000VV7QWL9 /
| 2024-05-31 8:37:30 AM |
Chg.+0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.72EUR |
+1.31% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
35.00 CHF |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-10-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.40 |
| Intrinsic value: |
14.33 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.21 |
| Parity: |
14.33 |
| Time value: |
0.71 |
| Break-even: |
50.79 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.19 |
| Spread %: |
1.28% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
3.04 |
| Rho: |
0.02 |
Quote data
| Open: |
14.72 |
| High: |
14.72 |
| Low: |
14.72 |
| Previous Close: |
14.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.82% |
| 1 Month |
|
|
+36.68% |
| 3 Months |
|
|
+135.14% |
| YTD |
|
|
+319.37% |
| 1 Year |
|
|
+479.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.05 |
14.53 |
| 1M High / 1M Low: |
15.05 |
10.52 |
| 6M High / 6M Low: |
15.05 |
2.00 |
| High (YTD): |
2024-05-28 |
15.05 |
| Low (YTD): |
2024-01-23 |
2.33 |
| 52W High: |
2024-05-28 |
15.05 |
| 52W Low: |
2023-10-27 |
0.44 |
| Avg. price 1W: |
|
14.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.90% |
| Volatility 6M: |
|
120.43% |
| Volatility 1Y: |
|
146.54% |
| Volatility 3Y: |
|
- |
