BVT Call 800 LLY 16.08.2024/  DE000VC06DW2  /

EUWAX
8/12/2024  9:58:48 AM Chg.+3.93 Bid10:20:00 AM Ask10:20:00 AM Underlying Strike price Expiration date Option type
9.02EUR +77.21% 9.11
Bid Size: 3,000
9.20
Ask Size: 3,000
Eli Lilly and Co 800.00 USD 8/16/2024 Call
 

Master data

WKN: VC06DW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Eli Lilly and Co
Type: Warrant
Option type: Call
Strike price: 800.00 USD
Maturity: 8/16/2024
Issue date: 8/1/2024
Last trading day: 8/16/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 8.43
Intrinsic value: 8.40
Implied volatility: 0.82
Historic volatility: 0.27
Parity: 8.40
Time value: 0.36
Break-even: 820.68
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 0.23%
Delta: 0.90
Theta: -1.57
Omega: 8.43
Rho: 0.07
 

Quote data

Open: 9.02
High: 9.02
Low: 9.02
Previous Close: 5.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+231.62%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.21 1.96
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.67
Avg. volume 1W:   600
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:   -