BVT Call 110 NVO 20.12.2024
/ DE000VM7SE60
BVT Call 110 NVO 20.12.2024/ DE000VM7SE60 /
10/17/2024 8:22:44 AM |
Chg.-0.02 |
Bid10:19:01 AM |
Ask10:19:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
-1.64% |
1.19 Bid Size: 25,000 |
1.21 Ask Size: 25,000 |
Novo Nordisk |
110.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VM7SE6 |
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: |
1/3/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.45 |
Historic volatility: |
0.28 |
Parity: |
0.74 |
Time value: |
0.51 |
Break-even: |
113.80 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
0.69 |
Theta: |
-0.06 |
Omega: |
6.00 |
Rho: |
0.11 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.84% |
1 Month |
|
|
-56.68% |
3 Months |
|
|
-62.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.22 |
1M High / 1M Low: |
2.77 |
1.06 |
6M High / 6M Low: |
3.81 |
1.06 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.85% |
Volatility 6M: |
|
122.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |