BVT Call 110 NVO 20.12.2024
/ DE000VM37Q99
BVT Call 110 NVO 20.12.2024/ DE000VM37Q99 /
10/16/2024 8:53:48 AM |
Chg.- |
Bid8:00:08 AM |
Ask8:00:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
- |
0.910 Bid Size: 1,700 |
0.920 Ask Size: 1,700 |
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: |
11.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.23 |
Historic volatility: |
0.28 |
Parity: |
0.72 |
Time value: |
0.19 |
Break-even: |
110.17 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
9.39 |
Rho: |
0.14 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.65% |
1 Month |
|
|
-36.17% |
3 Months |
|
|
-38.36% |
YTD |
|
|
+40.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.890 |
1M High / 1M Low: |
1.410 |
0.790 |
6M High / 6M Low: |
1.560 |
0.790 |
High (YTD): |
6/26/2024 |
1.560 |
Low (YTD): |
1/2/2024 |
0.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.938 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.294 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.58% |
Volatility 6M: |
|
79.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |