BVT Call 115 NVDA 18.10.2024
/ DE000VC24X06
BVT Call 115 NVDA 18.10.2024/ DE000VC24X06 /
| 2024-10-16 9:57:47 AM |
Chg.-0.44 |
Bid6:58:30 PM |
Ask6:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-21.15% |
1.84
Bid Size: 133,000 |
-
Ask Size: - |
NVIDIA Corporation |
115.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
VC24X0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-09-02 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
3.48 |
| Historic volatility: |
0.47 |
| Parity: |
1.53 |
| Time value: |
0.55 |
| Break-even: |
126.47 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.54 |
| Spread %: |
35.06% |
| Delta: |
0.74 |
| Theta: |
-2.52 |
| Omega: |
4.32 |
| Rho: |
0.00 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
+90.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.76 |
| 1M High / 1M Low: |
2.08 |
0.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
