BVT Call 105 NVO 20.09.2024
/ DE000VM31AC7
BVT Call 105 NVO 20.09.2024/ DE000VM31AC7 /
| 2024-08-09 8:24:24 AM |
Chg.+0.48 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
+27.43% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| 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: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.90% |
| 1 Month |
|
|
-34.80% |
| 3 Months |
|
|
-11.51% |
| YTD |
|
|
+97.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.75 |
| 1M High / 1M Low: |
3.60 |
1.75 |
| 6M High / 6M Low: |
3.98 |
1.75 |
| High (YTD): |
2024-06-26 |
3.98 |
| Low (YTD): |
2024-01-02 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.54% |
| Volatility 6M: |
|
124.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
