BVT Call 145 ABBV 21.06.2024
/ DE000VU9K2R7
BVT Call 145 ABBV 21.06.2024/ DE000VU9K2R7 /
| 2024-05-31 7:40:11 PM |
Chg.+0.180 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+16.36% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9K2R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
1.50 |
| Time value: |
0.11 |
| Break-even: |
149.76 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
8.14 |
| Rho: |
0.06 |
Quote data
| Open: |
1.190 |
| High: |
1.290 |
| Low: |
1.170 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
-30.05% |
| 3 Months |
|
|
-60.62% |
| YTD |
|
|
-12.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.990 |
| 1M High / 1M Low: |
2.070 |
0.990 |
| 6M High / 6M Low: |
3.550 |
0.850 |
| High (YTD): |
2024-03-12 |
3.550 |
| Low (YTD): |
2024-05-28 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.13% |
| Volatility 6M: |
|
121.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
