BVT Call 110 NVO 20.09.2024
/ DE000VM31AF0
BVT Call 110 NVO 20.09.2024/ DE000VM31AF0 /
| 8/9/2024 8:24:24 AM |
Chg.+0.44 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+32.12% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM31AF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
2.15 |
| Time value: |
0.12 |
| Break-even: |
123.47 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.92 |
| Rho: |
0.10 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.59% |
| 1 Month |
|
|
-39.26% |
| 3 Months |
|
|
-15.02% |
| YTD |
|
|
+98.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.37 |
| 1M High / 1M Low: |
3.15 |
1.37 |
| 6M High / 6M Low: |
3.53 |
1.37 |
| High (YTD): |
6/26/2024 |
3.53 |
| Low (YTD): |
1/2/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.89% |
| Volatility 6M: |
|
140.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
