BVT Call 880 LLY 19.07.2024
/ DE000VD8F573
BVT Call 880 LLY 19.07.2024/ DE000VD8F573 /
| 7/12/2024 8:38:55 AM |
Chg.-0.85 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-14.00% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
880.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD8F57 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
6.27 |
| Time value: |
0.27 |
| Break-even: |
872.27 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.91 |
| Theta: |
-0.76 |
| Omega: |
12.08 |
| Rho: |
0.12 |
Quote data
| Open: |
5.22 |
| High: |
5.22 |
| Low: |
5.22 |
| Previous Close: |
6.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.07 |
3.85 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.97 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
