BVT Call 36 ABBN 21.06.2024
/ DE000VV7UU00
BVT Call 36 ABBN 21.06.2024/ DE000VV7UU00 /
| 6/12/2024 8:51:40 AM |
Chg.-0.32 |
Bid8:20:54 PM |
Ask8:20:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.79EUR |
-2.12% |
16.09
Bid Size: 2,000 |
16.29
Ask Size: 2,000 |
ABB LTD N |
36.00 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/6/2022 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.27 |
| Intrinsic value: |
14.24 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.21 |
| Parity: |
14.24 |
| Time value: |
0.45 |
| Break-even: |
52.03 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.38 |
| Spread %: |
2.66% |
| Delta: |
0.93 |
| Theta: |
-0.09 |
| Omega: |
3.27 |
| Rho: |
0.01 |
Quote data
| Open: |
14.79 |
| High: |
14.79 |
| Low: |
14.79 |
| Previous Close: |
15.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.40% |
| 1 Month |
|
|
+30.19% |
| 3 Months |
|
|
+169.40% |
| YTD |
|
|
+447.78% |
| 1 Year |
|
|
+468.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.16 |
13.90 |
| 1M High / 1M Low: |
15.16 |
11.70 |
| 6M High / 6M Low: |
15.16 |
1.45 |
| High (YTD): |
6/7/2024 |
15.16 |
| Low (YTD): |
1/19/2024 |
1.45 |
| 52W High: |
6/7/2024 |
15.16 |
| 52W Low: |
10/27/2023 |
0.33 |
| Avg. price 1W: |
|
14.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.86% |
| Volatility 6M: |
|
134.88% |
| Volatility 1Y: |
|
160.98% |
| Volatility 3Y: |
|
- |
