BVT Call 105 NVO 20.12.2024
/ DE000VM7SE29
BVT Call 105 NVO 20.12.2024/ DE000VM7SE29 /
| 7/12/2024 7:54:10 PM |
Chg.+0.270 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
+7.67% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM7SE2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
3.40 |
| Time value: |
0.36 |
| Break-even: |
133.87 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.10 |
| Rho: |
0.35 |
Quote data
| Open: |
3.710 |
| High: |
3.830 |
| Low: |
3.710 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
-1.30% |
| 3 Months |
|
|
+39.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.520 |
| 1M High / 1M Low: |
4.250 |
3.520 |
| 6M High / 6M Low: |
4.250 |
1.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.36% |
| Volatility 6M: |
|
102.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
