BVT Call 49 ABBN 21.06.2024
/ DE000VD4YD99
BVT Call 49 ABBN 21.06.2024/ DE000VD4YD99 /
| 12/06/2024 20:05:14 |
Chg.+1.440 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+110.77% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
49.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
VD4YD9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.75 |
| Time value: |
0.76 |
| Break-even: |
52.34 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.26 |
| Spread %: |
20.80% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
21.46 |
| Rho: |
0.01 |
Quote data
| Open: |
1.950 |
| High: |
2.790 |
| Low: |
1.950 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.47% |
| 1 Month |
|
|
+470.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.300 |
| 1M High / 1M Low: |
1.980 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
