BVT Call 33 ABBN 21.06.2024
/ DE000VV7QWC8
BVT Call 33 ABBN 21.06.2024/ DE000VV7QWC8 /
2024-06-07 8:37:50 AM |
Chg.+0.28 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
18.20EUR |
+1.56% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
33.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
VV7QWC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-05 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.65 |
Intrinsic value: |
17.60 |
Implied volatility: |
1.74 |
Historic volatility: |
0.21 |
Parity: |
17.60 |
Time value: |
0.80 |
Break-even: |
52.48 |
Moneyness: |
1.52 |
Premium: |
0.02 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.19 |
Spread %: |
1.04% |
Delta: |
0.92 |
Theta: |
-0.10 |
Omega: |
2.58 |
Rho: |
0.01 |
Quote data
Open: |
18.20 |
High: |
18.20 |
Low: |
18.20 |
Previous Close: |
17.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.66% |
1 Month |
|
|
+39.36% |
3 Months |
|
|
+126.65% |
YTD |
|
|
+249.33% |
1 Year |
|
|
+358.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.92 |
16.75 |
1M High / 1M Low: |
17.92 |
13.06 |
6M High / 6M Low: |
17.92 |
3.39 |
High (YTD): |
2024-06-06 |
17.92 |
Low (YTD): |
2024-01-19 |
3.39 |
52W High: |
2024-06-06 |
17.92 |
52W Low: |
2023-10-27 |
0.82 |
Avg. price 1W: |
|
17.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
15.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.76 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
45.26% |
Volatility 6M: |
|
102.44% |
Volatility 1Y: |
|
128.30% |
Volatility 3Y: |
|
- |