BVT Call 36 ABBN 21.06.2024
/ DE000VV7UU00
BVT Call 36 ABBN 21.06.2024/ DE000VV7UU00 /
2024-05-31 8:49:25 AM |
Chg.+0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.69EUR |
+1.41% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
36.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
VV7UU0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-06 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.38 |
Intrinsic value: |
13.31 |
Implied volatility: |
1.12 |
Historic volatility: |
0.21 |
Parity: |
13.31 |
Time value: |
0.71 |
Break-even: |
50.79 |
Moneyness: |
1.36 |
Premium: |
0.01 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.19 |
Spread %: |
1.37% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
3.24 |
Rho: |
0.02 |
Quote data
Open: |
13.69 |
High: |
13.69 |
Low: |
13.69 |
Previous Close: |
13.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.66% |
1 Month |
|
|
+42.46% |
3 Months |
|
|
+159.77% |
YTD |
|
|
+407.04% |
1 Year |
|
|
+503.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.08 |
13.50 |
1M High / 1M Low: |
14.08 |
9.51 |
6M High / 6M Low: |
14.08 |
1.45 |
High (YTD): |
2024-05-28 |
14.08 |
Low (YTD): |
2024-01-19 |
1.45 |
52W High: |
2024-05-28 |
14.08 |
52W Low: |
2023-10-27 |
0.33 |
Avg. price 1W: |
|
13.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.52 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
57.60% |
Volatility 6M: |
|
142.33% |
Volatility 1Y: |
|
161.51% |
Volatility 3Y: |
|
- |