BVT Call 110 NVO 20.12.2024
/ DE000VM37Q99
BVT Call 110 NVO 20.12.2024/ DE000VM37Q99 /
| 10/16/2024 7:54:28 PM |
Chg.-0.010 |
Bid9:46:10 AM |
Ask9:46:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.870
Bid Size: 28,000 |
0.880
Ask Size: 28,000 |
Novo Nordisk |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM37Q9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
0.74 |
| Time value: |
0.18 |
| Break-even: |
110.50 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
9.44 |
| Rho: |
0.14 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.870 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.08% |
| 3 Months |
|
|
-35.04% |
| YTD |
|
|
+39.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.890 |
| 1M High / 1M Low: |
1.370 |
0.790 |
| 6M High / 6M Low: |
1.570 |
0.790 |
| High (YTD): |
6/25/2024 |
1.570 |
| Low (YTD): |
1/2/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.36% |
| Volatility 6M: |
|
78.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
