BVT Call 54 ABBN 21.03.2025
/ DE000VD4QJH3
BVT Call 54 ABBN 21.03.2025/ DE000VD4QJH3 /
6/10/2024 8:14:24 AM |
Chg.-0.15 |
Bid1:33:04 PM |
Ask1:33:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.28EUR |
-6.17% |
2.30 Bid Size: 24,000 |
2.45 Ask Size: 24,000 |
ABB LTD N |
54.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/23/2024 |
Last trading day: |
3/21/2025 |
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: |
|
- |