BVT Call 100 NVO 20.09.2024
/ DE000VM36AB8
BVT Call 100 NVO 20.09.2024/ DE000VM36AB8 /
| 13/09/2024 08:44:35 |
Chg.+0.15 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+4.73% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM36AB |
| 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: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.27 |
| Parity: |
3.34 |
| Time value: |
0.04 |
| Break-even: |
124.08 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.96 |
| Theta: |
-0.16 |
| Omega: |
3.53 |
| Rho: |
0.01 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.15% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-19.22% |
| YTD |
|
|
+140.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.75 |
| 1M High / 1M Low: |
3.58 |
2.75 |
| 6M High / 6M Low: |
4.38 |
2.20 |
| High (YTD): |
26/06/2024 |
4.38 |
| Low (YTD): |
02/01/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
20 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
13.64 |
| Avg. price 6M: |
|
3.27 |
| Avg. volume 6M: |
|
2.34 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.26% |
| Volatility 6M: |
|
96.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
