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BVT Call 37 ABBN 21.06.2024/  DE000VV8F7H3  /

Frankfurt Zert./VONT
2024-06-06  8:04:22 PM Chg.+0.360 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
14.070EUR +2.63% -
Bid Size: -		 -
Ask Size: -		 ABB LTD N 37.00 CHF 2024-06-21 Call
 

Master data

WKN: VV8F7H
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 37.00 CHF
Maturity: 2024-06-21
Issue date: 2022-10-19
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 13.20
Intrinsic value: 13.14
Implied volatility: 1.32
Historic volatility: 0.21
Parity: 13.14
Time value: 0.84
Break-even: 52.08
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.19
Spread %: 1.38%
Delta: 0.89
Theta: -0.09
Omega: 3.28
Rho: 0.01
 

Quote data

Open: 14.200
High: 14.280
Low: 13.960
Previous Close: 13.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.35%
1 Month  
+57.56%
3 Months  
+244.01%
YTD  
+576.44%
1 Year  
+677.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.710 12.650
1M High / 1M Low: 13.710 8.930
6M High / 6M Low: 13.710 1.040
High (YTD): 2024-06-05 13.710
Low (YTD): 2024-01-19 1.040
52W High: 2024-06-05 13.710
52W Low: 2023-10-27 0.250
Avg. price 1W:   12.982
Avg. volume 1W:   0.000
Avg. price 1M:   11.643
Avg. volume 1M:   0.000
Avg. price 6M:   5.176
Avg. volume 6M:   0.000
Avg. price 1Y:   3.129
Avg. volume 1Y:   0.000
Volatility 1M:   69.51%
Volatility 6M:   153.35%
Volatility 1Y:   169.54%
Volatility 3Y:   -