BVT Call 900 LLY 19.07.2024
/ DE000VD8DSV4
BVT Call 900 LLY 19.07.2024/ DE000VD8DSV4 /
12/07/2024 20:07:14 |
Chg.+1.430 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
4.720EUR |
+43.47% |
- Bid Size: - |
- Ask Size: - |
Eli Lilly and Co |
900.00 USD |
19/07/2024 |
Call |
Master data
WKN: |
VD8DSV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
21/06/2024 |
Last trading day: |
19/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.56 |
Intrinsic value: |
4.44 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
4.44 |
Time value: |
0.35 |
Break-even: |
873.10 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
0.42% |
Delta: |
0.86 |
Theta: |
-0.85 |
Omega: |
15.68 |
Rho: |
0.12 |
Quote data
Open: |
3.780 |
High: |
4.720 |
Low: |
3.780 |
Previous Close: |
3.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+80.15% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.720 |
2.840 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.698 |
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: |
|
- |