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BVT Call 44 ABBN 21.06.2024/  DE000VU15HT2  /

Frankfurt Zert./VONT
2024-06-06  10:23:24 AM Chg.+0.510 Bid12:13:44 PM Ask12:13:44 PM Underlying Strike price Expiration date Option type
7.060EUR +7.79% 6.920
Bid Size: 13,000		 6.940
Ask Size: 13,000		 ABB LTD N 44.00 CHF 2024-06-21 Call
 

Master data

WKN: VU15HT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 44.00 CHF
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 6.00
Intrinsic value: 5.93
Implied volatility: 0.74
Historic volatility: 0.21
Parity: 5.93
Time value: 0.90
Break-even: 52.14
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.19
Spread %: 2.86%
Delta: 0.82
Theta: -0.07
Omega: 6.13
Rho: 0.01
 

Quote data

Open: 7.060
High: 7.060
Low: 7.060
Previous Close: 6.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.96%
1 Month  
+216.59%
3 Months  
+1757.89%
YTD  
+2514.81%
1 Year  
+1580.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.550 5.530
1M High / 1M Low: 6.550 2.230
6M High / 6M Low: 6.550 0.131
High (YTD): 2024-06-05 6.550
Low (YTD): 2024-01-19 0.131
52W High: 2024-06-05 6.550
52W Low: 2023-11-08 0.028
Avg. price 1W:   5.858
Avg. volume 1W:   0.000
Avg. price 1M:   4.662
Avg. volume 1M:   0.000
Avg. price 6M:   1.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.734
Avg. volume 1Y:   0.000
Volatility 1M:   178.71%
Volatility 6M:   262.04%
Volatility 1Y:   349.89%
Volatility 3Y:   -