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BVT Call 36 ABBN 21.06.2024/  DE000VV7UU00  /

Frankfurt Zert./VONT
2024-06-06  7:40:37 PM Chg.+0.380 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
15.110EUR +2.58% -
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: 3.41
Leverage: Yes

Calculated values

Fair value: 14.23
Intrinsic value: 14.17
Implied volatility: 1.41
Historic volatility: 0.21
Parity: 14.17
Time value: 0.84
Break-even: 52.08
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.19
Spread %: 1.28%
Delta: 0.90
Theta: -0.09
Omega: 3.07
Rho: 0.01
 

Quote data

Open: 15.160
High: 15.250
Low: 15.020
Previous Close: 14.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.73%
1 Month  
+52.32%
3 Months  
+197.44%
YTD  
+449.45%
1 Year  
+589.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.730 13.640
1M High / 1M Low: 14.730 9.920
6M High / 6M Low: 14.730 1.440
High (YTD): 2024-06-05 14.730
Low (YTD): 2024-01-19 1.440
52W High: 2024-06-05 14.730
52W Low: 2023-10-27 0.340
Avg. price 1W:   13.998
Avg. volume 1W:   0.000
Avg. price 1M:   12.656
Avg. volume 1M:   0.000
Avg. price 6M:   6.005
Avg. volume 6M:   0.000
Avg. price 1Y:   3.690
Avg. volume 1Y:   0.000
Volatility 1M:   63.06%
Volatility 6M:   138.38%
Volatility 1Y:   158.92%
Volatility 3Y:   -