BVT Call 52 ABBN 20.12.2024
/ DE000VD4YEC9
BVT Call 52 ABBN 20.12.2024/ DE000VD4YEC9 /
| 6/7/2024 8:04:24 PM |
Chg.-0.120 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
-4.86% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
52.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
VD4YEC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-2.19 |
| Time value: |
2.45 |
| Break-even: |
56.14 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
3.81% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
9.83 |
| Rho: |
0.12 |
Quote data
| Open: |
2.230 |
| High: |
2.360 |
| Low: |
2.180 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+123.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
1.920 |
| 1M High / 1M Low: |
2.470 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
