BVT Call 115 NVO 17.01.2025
/ DE000VM9BZ47
BVT Call 115 NVO 17.01.2025/ DE000VM9BZ47 /
| 7/12/2024 8:05:03 PM |
Chg.+0.260 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.100EUR |
+9.15% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
115.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
2.48 |
| Time value: |
0.60 |
| Break-even: |
136.24 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.50 |
| Rho: |
0.40 |
Quote data
| Open: |
3.050 |
| High: |
3.190 |
| Low: |
3.050 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+42.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.840 |
| 1M High / 1M Low: |
3.540 |
2.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
