BVT Call 77 NVDA 16.08.2024
/ DE000VD4QJC4
BVT Call 77 NVDA 16.08.2024/ DE000VD4QJC4 /
| 09/08/2024 09:45:18 |
Chg.+0.56 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+26.67% |
-
Bid Size: - |
-
Ask Size: - |
NVIDIA Corporation |
77.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
VD4QJC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.45 |
| Parity: |
2.54 |
| Time value: |
0.03 |
| Break-even: |
96.24 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.97 |
| Theta: |
-0.11 |
| Omega: |
3.61 |
| Rho: |
0.01 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
-48.55% |
| 3 Months |
|
|
+70.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.10 |
| 1M High / 1M Low: |
5.44 |
2.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
