BVT Call 135 ABBV 21.06.2024
/ DE000VU9Q5Y0
BVT Call 135 ABBV 21.06.2024/ DE000VU9Q5Y0 /
| 2024-06-07 8:58:10 AM |
Chg.+0.31 |
Bid8:18:12 PM |
Ask8:18:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+10.99% |
3.28
Bid Size: 20,000 |
3.29
Ask Size: 20,000 |
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: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
2.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.76% |
| 1 Month |
|
|
+14.65% |
| 3 Months |
|
|
-27.88% |
| YTD |
|
|
+45.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.09 |
| 1M High / 1M Low: |
3.01 |
1.82 |
| 6M High / 6M Low: |
4.43 |
1.77 |
| High (YTD): |
2024-03-13 |
4.43 |
| Low (YTD): |
2024-05-30 |
1.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.69% |
| Volatility 6M: |
|
88.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
