BVT Call 25 ABBN 21.06.2024
/ DE000VV7QVX6
BVT Call 25 ABBN 21.06.2024/ DE000VV7QVX6 /
| 2023-11-15 10:14:40 AM |
Chg.+0.420 |
Bid12:12:31 PM |
Ask12:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.340EUR |
+4.71% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
25.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VV7QVX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-05 |
| Last trading day: |
2023-11-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.28 |
| Intrinsic value: |
20.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
20.15 |
| Time value: |
-10.84 |
| Break-even: |
34.79 |
| Moneyness: |
1.79 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.340 |
| High: |
9.340 |
| Low: |
9.340 |
| Previous Close: |
8.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+8.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
9.340 |
5.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
2023-06-16 |
11.660 |
| 52W Low: |
2023-10-24 |
5.630 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
7.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
9.274 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
82.24% |
| Volatility 1Y: |
|
68.77% |
| Volatility 3Y: |
|
- |
