BVT Call 120 ABT 21.02.2025/  DE000VC9XZ75  /

EUWAX
1/24/2025  9:11:50 AM Chg.+0.342 Bid10:32:59 AM Ask10:32:59 AM Underlying Strike price Expiration date Option type
0.480EUR +247.83% 0.470
Bid Size: 24,000
0.520
Ask Size: 24,000
Abbott Laboratories 120.00 USD 2/21/2025 Call
 

Master data

WKN: VC9XZ7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2/21/2025
Issue date: 12/2/2024
Last trading day: 2/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.17
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.31
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.31
Time value: 0.16
Break-even: 119.91
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.70
Theta: -0.05
Omega: 17.58
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.138
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+370.59%
1 Month  
+153.97%
3 Months     -
YTD  
+153.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.168 0.078
1M High / 1M Low: 0.189 0.064
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.168
Low (YTD): 1/16/2025 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   505.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -