BVT Call 105 NVO 17.01.2025
/ DE000VM9BZN7
BVT Call 105 NVO 17.01.2025/ DE000VM9BZN7 /
09/08/2024 08:24:51 |
Chg.+0.42 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
2.63EUR |
+19.00% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
105.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.61 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
2.61 |
Time value: |
0.46 |
Break-even: |
126.89 |
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: |
2.63 |
High: |
2.63 |
Low: |
2.63 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.85% |
1 Month |
|
|
-29.49% |
3 Months |
|
|
-9.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.63 |
2.21 |
1M High / 1M Low: |
3.88 |
2.21 |
6M High / 6M Low: |
4.26 |
2.21 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.17 |
Avg. volume 6M: |
|
29.92 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.98% |
Volatility 6M: |
|
105.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |