BVT Call 135 ABBV 21.06.2024
/ DE000VU9Q5Y0
BVT Call 135 ABBV 21.06.2024/ DE000VU9Q5Y0 /
2024-06-07 7:50:29 PM |
Chg.+0.200 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.270EUR |
+6.51% |
- Bid Size: - |
- Ask Size: - |
AbbVie Inc |
135.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9Q5Y |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-10 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.10 |
Intrinsic value: |
3.08 |
Implied volatility: |
0.79 |
Historic volatility: |
0.17 |
Parity: |
3.08 |
Time value: |
0.09 |
Break-even: |
155.65 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.94 |
Theta: |
-0.12 |
Omega: |
4.57 |
Rho: |
0.04 |
Quote data
Open: |
3.150 |
High: |
3.320 |
Low: |
3.150 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+49.32% |
1 Month |
|
|
+20.66% |
3 Months |
|
|
-23.95% |
YTD |
|
|
+52.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.070 |
2.190 |
1M High / 1M Low: |
3.070 |
1.850 |
6M High / 6M Low: |
4.440 |
1.750 |
High (YTD): |
2024-03-12 |
4.440 |
Low (YTD): |
2024-05-28 |
1.850 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.612 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.140 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.87% |
Volatility 6M: |
|
91.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |