BVT Call 45 ABBN 21.06.2024
/ DE000VU184Y2
BVT Call 45 ABBN 21.06.2024/ DE000VU184Y2 /
| 2024-06-06 8:29:44 AM |
Chg.+0.96 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
+20.65% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
45.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VU184Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.98 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
4.90 |
| Time value: |
0.91 |
| Break-even: |
52.15 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.19 |
| Spread %: |
3.38% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
7.02 |
| Rho: |
0.01 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
4.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.78% |
| 1 Month |
|
|
+356.10% |
| 3 Months |
|
|
+2339.13% |
| YTD |
|
|
+2450.00% |
| 1 Year |
|
|
+1550.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.99 |
4.46 |
| 1M High / 1M Low: |
5.06 |
1.23 |
| 6M High / 6M Low: |
5.06 |
0.10 |
| High (YTD): |
2024-05-28 |
5.06 |
| Low (YTD): |
2024-01-19 |
0.10 |
| 52W High: |
2024-05-28 |
5.06 |
| 52W Low: |
2023-11-08 |
0.02 |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
216.53% |
| Volatility 6M: |
|
222.54% |
| Volatility 1Y: |
|
409.47% |
| Volatility 3Y: |
|
- |
