BVT Call 100 NVO 20.09.2024
/ DE000VM36AB8
BVT Call 100 NVO 20.09.2024/ DE000VM36AB8 /
| 12/07/2024 19:54:26 |
Chg.+0.290 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.000EUR |
+7.82% |
-
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: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
3.86 |
| Time value: |
0.11 |
| Break-even: |
131.39 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.15 |
| Rho: |
0.16 |
Quote data
| Open: |
3.920 |
| High: |
4.050 |
| Low: |
3.920 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.50% |
| 1 Month |
|
|
-0.99% |
| 3 Months |
|
|
+44.40% |
| YTD |
|
|
+194.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.710 |
| 1M High / 1M Low: |
4.480 |
3.710 |
| 6M High / 6M Low: |
4.480 |
1.340 |
| High (YTD): |
25/06/2024 |
4.480 |
| Low (YTD): |
02/01/2024 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.22% |
| Volatility 6M: |
|
106.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
