BVT Call 135 NVDA 27.12.2024/  DE000VC8RWC7  /

Frankfurt Zert./VONT
2024-12-20  7:51:12 PM Chg.0.000 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
2.420EUR 0.00% -
Bid Size: -
-
Ask Size: -
NVIDIA Corporation 135.00 USD 2024-12-27 Call
 

Master data

WKN: VC8RWC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-12-27
Issue date: 2024-11-19
Last trading day: 2024-12-27
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 45.64
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.49
Parity: -0.29
Time value: 2.83
Break-even: 132.28
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 3.27
Spread abs.: 0.03
Spread %: 1.07%
Delta: 0.50
Theta: -0.25
Omega: 22.78
Rho: 0.01
 

Quote data

Open: 1.220
High: 2.420
Low: 0.990
Previous Close: 2.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.98%
1 Month
  -78.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.930 2.110
1M High / 1M Low: 11.390 2.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.656
Avg. volume 1W:   0.000
Avg. price 1M:   6.329
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   511.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -