BVT Call 100 NVO 20.12.2024
/ DE000VM37Q65
BVT Call 100 NVO 20.12.2024/ DE000VM37Q65 /
16/10/2024 08:53:48 |
Chg.-0.06 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
-4.51% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
100.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VM37Q6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
8.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.64 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
1.64 |
Time value: |
-0.36 |
Break-even: |
104.68 |
Moneyness: |
1.18 |
Premium: |
-0.03 |
Premium p.a.: |
-0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.10% |
1 Month |
|
|
-19.62% |
3 Months |
|
|
-21.12% |
YTD |
|
|
+47.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.33 |
1.25 |
1M High / 1M Low: |
1.58 |
1.16 |
6M High / 6M Low: |
1.68 |
1.16 |
High (YTD): |
26/06/2024 |
1.68 |
Low (YTD): |
02/01/2024 |
0.83 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.50 |
Avg. volume 6M: |
|
66.67 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.83% |
Volatility 6M: |
|
50.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |