BVT Call 800 LLY 15.11.2024
/ DE000VC61C21
BVT Call 800 LLY 15.11.2024/ DE000VC61C21 /
| 14/11/2024 08:59:16 |
Chg.-0.023 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
-12.30% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
800.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
VC61C2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
01/11/2024 |
| Last trading day: |
15/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.27 |
| Parity: |
0.11 |
| Time value: |
0.05 |
| Break-even: |
773.36 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
9.78 |
| Spread abs.: |
0.01 |
| Spread %: |
6.58% |
| Delta: |
0.69 |
| Theta: |
-4.32 |
| Omega: |
32.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.164 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+148.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.066 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| 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: |
|
- |
