BVT Put 145 ABBV 21.06.2024
/ DE000VM0AAX0
BVT Put 145 ABBV 21.06.2024/ DE000VM0AAX0 /
| 2024-05-03 7:51:28 PM |
Chg.-0.043 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-45.26% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
145.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0AAX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-262.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-1.75 |
| Time value: |
0.06 |
| Break-even: |
134.16 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-22.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.052 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.38% |
| 1 Month |
|
|
-45.26% |
| 3 Months |
|
|
-66.01% |
| YTD |
|
|
-89.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.052 |
| 1M High / 1M Low: |
0.198 |
0.052 |
| 6M High / 6M Low: |
1.370 |
0.035 |
| High (YTD): |
2024-01-03 |
0.380 |
| Low (YTD): |
2024-03-28 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.18% |
| Volatility 6M: |
|
272.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
