BVT Call 1040 LLY 16.08.2024
/ DE000VD92QN1
BVT Call 1040 LLY 16.08.2024/ DE000VD92QN1 /
8/12/2024 10:16:01 AM |
Chg.-0.008 |
Bid1:17:13 PM |
Ask12:40:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
-10.39% |
0.082 Bid Size: 10,000 |
0.165 Ask Size: 10,000 |
Eli Lilly and Co |
1,040.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
VD92QN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,040.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
7/16/2024 |
Last trading day: |
8/16/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
501.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.27 |
Parity: |
-13.59 |
Time value: |
0.16 |
Break-even: |
954.64 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.11 |
Spread %: |
232.65% |
Delta: |
0.05 |
Theta: |
-1.02 |
Omega: |
26.58 |
Rho: |
0.00 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+430.77% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.001 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
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: |
|
- |