BVT Call 105 NVO 20.09.2024
/ DE000VM31AC7
BVT Call 105 NVO 20.09.2024/ DE000VM31AC7 /
| 7/12/2024 8:25:02 AM |
Chg.-0.09 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.33EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
3.40 |
| Time value: |
0.12 |
| Break-even: |
131.47 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
3.52 |
| Rho: |
0.17 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.33 |
| Previous Close: |
3.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
+38.75% |
| YTD |
|
|
+194.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.30 |
| 1M High / 1M Low: |
3.98 |
3.29 |
| 6M High / 6M Low: |
3.98 |
1.07 |
| High (YTD): |
6/26/2024 |
3.98 |
| Low (YTD): |
1/2/2024 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.85% |
| Volatility 6M: |
|
122.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
