BVT Call 135 NVDA 27.12.2024
/ DE000VC8RWC7
BVT Call 135 NVDA 27.12.2024/ DE000VC8RWC7 /
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: |
|
- |