BVT Put 155 ABBV 21.06.2024
/ DE000VM2GPE1
BVT Put 155 ABBV 21.06.2024/ DE000VM2GPE1 /
2024-06-07 7:44:56 PM |
Chg.-0.013 |
Bid9:58:02 PM |
Ask7:44:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-61.90% |
- Bid Size: - |
- Ask Size: - |
AbbVie Inc |
155.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM2GPE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-18 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-329.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
-1.25 |
Time value: |
0.05 |
Break-even: |
141.84 |
Moneyness: |
0.92 |
Premium: |
0.08 |
Premium p.a.: |
7.10 |
Spread abs.: |
0.03 |
Spread %: |
193.75% |
Delta: |
-0.09 |
Theta: |
-0.06 |
Omega: |
-31.15 |
Rho: |
-0.01 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.006 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-95.77% |
1 Month |
|
|
-95.15% |
3 Months |
|
|
-93.94% |
YTD |
|
|
-99.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.189 |
0.021 |
1M High / 1M Low: |
0.320 |
0.021 |
6M High / 6M Low: |
1.200 |
0.021 |
High (YTD): |
2024-01-08 |
0.630 |
Low (YTD): |
2024-06-06 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.326 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
486.93% |
Volatility 6M: |
|
297.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |