BVT Call 51 ABBN 20.12.2024
/ DE000VD4HMN4
BVT Call 51 ABBN 20.12.2024/ DE000VD4HMN4 /
| 2024-05-31 8:03:13 PM |
Chg.-0.030 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
-1.32% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
51.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VD4HMN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-2.02 |
| Time value: |
2.42 |
| Break-even: |
54.52 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
3.86% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
9.85 |
| Rho: |
0.12 |
Quote data
| Open: |
2.330 |
| High: |
2.350 |
| Low: |
2.250 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.45% |
| 1 Month |
|
|
+134.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.250 |
| 1M High / 1M Low: |
2.500 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
