BVT Call 110 NVO 20.06.2025
/ DE000VM73294
BVT Call 110 NVO 20.06.2025/ DE000VM73294 /
| 10/16/2024 7:42:41 PM |
Chg.-0.010 |
Bid9:10:02 AM |
Ask9:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-1.05% |
0.940
Bid Size: 28,000 |
0.950
Ask Size: 28,000 |
Novo Nordisk |
110.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VM7329 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.28 |
| Parity: |
0.72 |
| Time value: |
0.24 |
| Break-even: |
110.67 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
10.48 |
| Rho: |
0.62 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.05% |
| 1 Month |
|
|
-23.58% |
| 3 Months |
|
|
-28.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.940 |
| 1M High / 1M Low: |
1.270 |
0.880 |
| 6M High / 6M Low: |
1.510 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.260 |
| Avg. volume 6M: |
|
2.308 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.67% |
| Volatility 6M: |
|
60.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
