BVT Call 115 NVO 17.01.2025
/ DE000VM9BZ47
BVT Call 115 NVO 17.01.2025/ DE000VM9BZ47 /
2024-09-13 8:01:28 PM |
Chg.+0.050 |
Bid9:58:32 PM |
Ask9:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.530EUR |
+2.02% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
115.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
VM9BZ4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-01-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
1.99 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
1.99 |
Time value: |
0.53 |
Break-even: |
129.03 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.40% |
Delta: |
0.80 |
Theta: |
-0.04 |
Omega: |
3.93 |
Rho: |
0.25 |
Quote data
Open: |
2.590 |
High: |
2.590 |
Low: |
2.470 |
Previous Close: |
2.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.63% |
1 Month |
|
|
-2.32% |
3 Months |
|
|
-22.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.530 |
1.970 |
1M High / 1M Low: |
2.640 |
1.970 |
6M High / 6M Low: |
3.540 |
1.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.396 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.531 |
Avg. volume 6M: |
|
56.250 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.48% |
Volatility 6M: |
|
118.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |