BVT Call 100 NVO 20.09.2024
/ DE000VM37QT4
BVT Call 100 NVO 20.09.2024/ DE000VM37QT4 /
| 8/12/2024 2:07:32 PM |
Chg.-0.010 |
Bid4:27:35 PM |
Ask4:27:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-0.58% |
1.690
Bid Size: 99,000 |
1.700
Ask Size: 99,000 |
Novo Nordisk |
100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM37QT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
3.07 |
| Time value: |
-1.35 |
| Break-even: |
108.84 |
| Moneyness: |
1.33 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.700 |
| High: |
1.700 |
| Low: |
1.700 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.58% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+10.39% |
| YTD |
|
|
+107.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.420 |
| 1M High / 1M Low: |
1.750 |
1.420 |
| 6M High / 6M Low: |
1.780 |
1.250 |
| High (YTD): |
7/1/2024 |
1.780 |
| Low (YTD): |
1/2/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.13% |
| Volatility 6M: |
|
51.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
