BVT Call 48 ABBN 21.06.2024
/ DE000VD18G95
BVT Call 48 ABBN 21.06.2024/ DE000VD18G95 /
| 2024-06-13 12:42:32 PM |
Chg.+1.13 |
Bid1:44:57 PM |
Ask1:44:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+45.38% |
3.54
Bid Size: 13,000 |
3.56
Ask Size: 13,000 |
ABB LTD N |
48.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VD18G9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.21 |
| Parity: |
3.35 |
| Time value: |
0.58 |
| Break-even: |
53.58 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.19 |
| Spread %: |
5.08% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
10.71 |
| Rho: |
0.01 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.62 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.71% |
| 1 Month |
|
|
+346.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.41 |
| 1M High / 1M Low: |
2.95 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
