BVT Call 51 ABBN 21.06.2024
/ DE000VD5XGK6
BVT Call 51 ABBN 21.06.2024/ DE000VD5XGK6 /
| 2024-05-31 8:05:14 PM |
Chg.-0.030 |
Bid9:53:59 PM |
Ask9:53:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
51.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VD5XGK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
143.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-2.02 |
| Time value: |
0.35 |
| Break-even: |
52.45 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
34.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.280 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
