BVT Call 87 NVDA 16.08.2024
/ DE000VD3N5Z2
BVT Call 87 NVDA 16.08.2024/ DE000VD3N5Z2 /
| 8/9/2024 7:52:13 PM |
Chg.+0.040 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.280EUR |
+0.23% |
-
Bid Size: - |
-
Ask Size: - |
NVIDIA Corporation |
87.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
VD3N5Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.31 |
| Intrinsic value: |
16.26 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.45 |
| Parity: |
16.26 |
| Time value: |
0.44 |
| Break-even: |
96.40 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
0.36% |
| Delta: |
0.93 |
| Theta: |
-0.14 |
| Omega: |
5.36 |
| Rho: |
0.01 |
Quote data
| Open: |
18.600 |
| High: |
18.600 |
| Low: |
16.940 |
| Previous Close: |
17.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.81% |
| 1 Month |
|
|
-61.34% |
| 3 Months |
|
|
+67.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.910 |
14.190 |
| 1M High / 1M Low: |
44.700 |
14.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
27.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
