BVT Call 140 ABBV 21.06.2024
/ DE000VU9K2S5
BVT Call 140 ABBV 21.06.2024/ DE000VU9K2S5 /
| 2024-06-07 5:03:40 PM |
Chg.+0.180 |
Bid5:06:16 PM |
Ask5:06:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+6.90% |
2.780
Bid Size: 20,000 |
2.790
Ask Size: 20,000 |
AbbVie Inc |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9K2S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.17 |
| Parity: |
2.62 |
| Time value: |
0.09 |
| Break-even: |
155.64 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
5.30 |
| Rho: |
0.04 |
Quote data
| Open: |
2.690 |
| High: |
2.790 |
| Low: |
2.690 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.52% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-27.91% |
| YTD |
|
|
+56.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
1.760 |
| 1M High / 1M Low: |
2.610 |
1.420 |
| 6M High / 6M Low: |
4.010 |
1.420 |
| High (YTD): |
2024-03-12 |
4.010 |
| Low (YTD): |
2024-05-29 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.64% |
| Volatility 6M: |
|
106.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
