BVT Call 115 NVO 20.09.2024
/ DE000VM31AB9
BVT Call 115 NVO 20.09.2024/ DE000VM31AB9 /
| 2024-08-09 7:45:33 PM |
Chg.+0.550 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+43.65% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM31AB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.69 |
| Time value: |
0.16 |
| Break-even: |
123.85 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
5.78 |
| Rho: |
0.10 |
Quote data
| Open: |
1.600 |
| High: |
1.840 |
| Low: |
1.580 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.13% |
| 1 Month |
|
|
-24.58% |
| 3 Months |
|
|
+3.43% |
| YTD |
|
|
+144.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
0.850 |
| 1M High / 1M Low: |
2.690 |
0.850 |
| 6M High / 6M Low: |
3.160 |
0.850 |
| High (YTD): |
2024-06-25 |
3.160 |
| Low (YTD): |
2024-01-25 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.794 |
| Avg. volume 1M: |
|
386.273 |
| Avg. price 6M: |
|
2.045 |
| Avg. volume 6M: |
|
70.850 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.20% |
| Volatility 6M: |
|
184.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
