BVT Call 100 NVO 20.09.2024
/ DE000VM359U8
BVT Call 100 NVO 20.09.2024/ DE000VM359U8 /
| 12/08/2024 10:15:54 |
Chg.-0.130 |
Bid10:37:28 |
Ask10:37:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
-4.19% |
3.010
Bid Size: 17,000 |
3.030
Ask Size: 17,000 |
Novo Nordisk |
100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM359U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
3.07 |
| Time value: |
0.07 |
| Break-even: |
123.04 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.74 |
| Rho: |
0.09 |
Quote data
| Open: |
2.970 |
| High: |
2.970 |
| Low: |
2.970 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.47% |
| 1 Month |
|
|
-25.56% |
| 3 Months |
|
|
+2.06% |
| YTD |
|
|
+116.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
1.950 |
| 1M High / 1M Low: |
3.990 |
1.950 |
| 6M High / 6M Low: |
4.490 |
1.950 |
| High (YTD): |
25/06/2024 |
4.490 |
| Low (YTD): |
02/01/2024 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.11% |
| Volatility 6M: |
|
124.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
