BVT Call 105 NVO 17.01.2025
/ DE000VM9BZN7
BVT Call 105 NVO 17.01.2025/ DE000VM9BZN7 /
| 2024-08-12 4:45:42 PM |
Chg.-0.180 |
Bid5:13:16 PM |
Ask5:13:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
-5.94% |
2.850
Bid Size: 73,000 |
2.860
Ask Size: 73,000 |
Novo Nordisk |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9BZN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
2.61 |
| Time value: |
0.46 |
| Break-even: |
126.92 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.38 |
| Rho: |
0.32 |
Quote data
| Open: |
2.910 |
| High: |
2.960 |
| Low: |
2.850 |
| Previous Close: |
3.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
-25.97% |
| 3 Months |
|
|
-1.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.030 |
| 1M High / 1M Low: |
3.850 |
2.030 |
| 6M High / 6M Low: |
4.350 |
2.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.12% |
| Volatility 6M: |
|
113.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
