BVT Call 54 ABBN 21.03.2025
/ DE000VD4QJH3
BVT Call 54 ABBN 21.03.2025/ DE000VD4QJH3 /
| 10/06/2024 08:14:24 |
Chg.-0.15 |
Bid16:22:52 |
Ask16:22:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
-6.17% |
2.28
Bid Size: 24,000 |
2.43
Ask Size: 24,000 |
ABB LTD N |
54.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
VD4QJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
23/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-4.30 |
| Time value: |
2.52 |
| Break-even: |
58.28 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.20 |
| Spread %: |
8.62% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
8.57 |
| Rho: |
0.15 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.22% |
| 1 Month |
|
|
+86.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.99 |
| 1M High / 1M Low: |
2.43 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
