BVT Call 105 NVO 20.09.2024
/ DE000VM31AC7
BVT Call 105 NVO 20.09.2024/ DE000VM31AC7 /
| 09/08/2024 20:04:14 |
Chg.+0.550 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
+26.07% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM31AC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.61 |
| Time value: |
0.09 |
| Break-even: |
123.19 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
4.27 |
| Rho: |
0.10 |
Quote data
| Open: |
2.410 |
| High: |
2.750 |
| Low: |
2.410 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.91% |
| 1 Month |
|
|
-18.15% |
| 3 Months |
|
|
+5.98% |
| YTD |
|
|
+135.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
1.590 |
| 1M High / 1M Low: |
3.550 |
1.590 |
| 6M High / 6M Low: |
4.020 |
1.590 |
| High (YTD): |
25/06/2024 |
4.020 |
| Low (YTD): |
02/01/2024 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.59% |
| Volatility 6M: |
|
141.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
