BVT Call 110 NVO 20.09.2024
/ DE000VM37QG1
BVT Call 110 NVO 20.09.2024/ DE000VM37QG1 /
13/09/2024 19:44:24 |
Chg.+0.020 |
Bid20:47:57 |
Ask20:47:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.760EUR |
+1.15% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
110.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM37QG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
2.44 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
2.44 |
Time value: |
-0.67 |
Break-even: |
117.01 |
Moneyness: |
1.25 |
Premium: |
-0.05 |
Premium p.a.: |
-0.97 |
Spread abs.: |
0.01 |
Spread %: |
0.57% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.760 |
High: |
1.760 |
Low: |
1.750 |
Previous Close: |
1.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.03% |
1 Month |
|
|
+6.67% |
3 Months |
|
|
+7.32% |
YTD |
|
|
+208.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.520 |
1M High / 1M Low: |
1.760 |
1.520 |
6M High / 6M Low: |
1.760 |
0.990 |
High (YTD): |
13/09/2024 |
1.760 |
Low (YTD): |
02/01/2024 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.638 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.430 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.94% |
Volatility 6M: |
|
87.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |