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BVT Call 39 ABBN 21.06.2024/  DE000VV9EN80  /

Frankfurt Zert./VONT
2024-06-06  2:04:08 PM Chg.+0.560 Bid2:24:06 PM Ask2:24:06 PM Underlying Strike price Expiration date Option type
12.220EUR +4.80% 12.180
Bid Size: 13,000		 12.200
Ask Size: 13,000		 ABB LTD N 39.00 CHF 2024-06-21 Call
 

Master data

WKN: VV9EN8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 39.00 CHF
Maturity: 2024-06-21
Issue date: 2022-11-10
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 11.14
Intrinsic value: 11.08
Implied volatility: 1.15
Historic volatility: 0.21
Parity: 11.08
Time value: 0.85
Break-even: 52.09
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.19
Spread %: 1.62%
Delta: 0.88
Theta: -0.08
Omega: 3.78
Rho: 0.01
 

Quote data

Open: 12.150
High: 12.220
Low: 12.150
Previous Close: 11.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.99%
1 Month  
+76.59%
3 Months  
+404.96%
YTD  
+944.44%
1 Year  
+909.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.660 10.620
1M High / 1M Low: 11.660 6.920
6M High / 6M Low: 11.660 0.520
High (YTD): 2024-06-05 11.660
Low (YTD): 2024-01-19 0.520
52W High: 2024-06-05 11.660
52W Low: 2023-10-27 0.146
Avg. price 1W:   10.942
Avg. volume 1W:   0.000
Avg. price 1M:   9.627
Avg. volume 1M:   0.000
Avg. price 6M:   3.709
Avg. volume 6M:   0.000
Avg. price 1Y:   2.190
Avg. volume 1Y:   0.000
Volatility 1M:   84.17%
Volatility 6M:   181.99%
Volatility 1Y:   198.04%
Volatility 3Y:   -