BVT Call 135 ABBV 21.06.2024
/ DE000VU9Q5Y0
BVT Call 135 ABBV 21.06.2024/ DE000VU9Q5Y0 /
| 2024-05-31 7:50:34 PM |
Chg.+0.210 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+10.61% |
-
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: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
2.42 |
| Time value: |
0.10 |
| Break-even: |
149.64 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.92 |
| Theta: |
-0.09 |
| Omega: |
5.43 |
| Rho: |
0.06 |
Quote data
| Open: |
2.070 |
| High: |
2.220 |
| Low: |
2.050 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.78% |
| 1 Month |
|
|
-19.49% |
| 3 Months |
|
|
-47.10% |
| YTD |
|
|
+1.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.850 |
| 1M High / 1M Low: |
2.980 |
1.850 |
| 6M High / 6M Low: |
4.440 |
1.420 |
| High (YTD): |
2024-03-12 |
4.440 |
| Low (YTD): |
2024-05-28 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.20% |
| Volatility 6M: |
|
90.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
