BVT Call 760 LLY 15.11.2024
/ DE000VC61C70
BVT Call 760 LLY 15.11.2024/ DE000VC61C70 /
| 11/14/2024 8:03:03 PM |
Chg.-0.220 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-38.60% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
760.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
VC61C7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
11/1/2024 |
| Last trading day: |
11/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.27 |
| Parity: |
0.49 |
| Time value: |
0.03 |
| Break-even: |
771.30 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
3.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.87 |
| Theta: |
-4.74 |
| Omega: |
12.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.350 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| 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: |
|
- |
