BVT Call 940 LLY 19.07.2024
/ DE000VD8DTS8
BVT Call 940 LLY 19.07.2024/ DE000VD8DTS8 /
| 7/12/2024 8:33:58 AM |
Chg.-0.49 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-31.41% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
940.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD8DTS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
940.00 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: |
52.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.77 |
| Time value: |
0.90 |
| Break-even: |
878.58 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.02 |
| Spread %: |
1.21% |
| Delta: |
0.61 |
| Theta: |
-1.03 |
| Omega: |
31.92 |
| Rho: |
0.08 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
0.70 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| 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: |
|
- |
