BVT Call 92 ABT 21.06.2024
/ DE000VM3XQJ1
BVT Call 92 ABT 21.06.2024/ DE000VM3XQJ1 /
| 2024-05-31 1:42:51 PM |
Chg.-0.050 |
Bid4:13:19 PM |
Ask4:13:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-5.15% |
0.910
Bid Size: 68,000 |
0.920
Ask Size: 68,000 |
Abbott Laboratories |
92.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3XQJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
0.90 |
| Time value: |
0.06 |
| Break-even: |
94.54 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
8.75 |
| Rho: |
0.04 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.920 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-36.11% |
| 3 Months |
|
|
-65.67% |
| YTD |
|
|
-52.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.920 |
| 1M High / 1M Low: |
1.440 |
0.920 |
| 6M High / 6M Low: |
2.800 |
0.920 |
| High (YTD): |
2024-03-07 |
2.800 |
| Low (YTD): |
2024-05-29 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.902 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.64% |
| Volatility 6M: |
|
87.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
