BVT Call 105 NVO 20.12.2024
/ DE000VM7SE29
BVT Call 105 NVO 20.12.2024/ DE000VM7SE29 /
| 17/10/2024 10:21:28 |
Chg.-0.020 |
Bid13:16:03 |
Ask13:16:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-1.30% |
1.570
Bid Size: 2,300 |
1.590
Ask Size: 2,300 |
Novo Nordisk |
105.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
1.20 |
| Time value: |
0.38 |
| Break-even: |
112.49 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
5.26 |
| Rho: |
0.12 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.520 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-46.29% |
| 3 Months |
|
|
-52.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.540 |
| 1M High / 1M Low: |
2.960 |
1.370 |
| 6M High / 6M Low: |
4.250 |
1.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.97% |
| Volatility 6M: |
|
119.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
