BVT Call 115 NVO 20.09.2024
/ DE000VM31AB9
BVT Call 115 NVO 20.09.2024/ DE000VM31AB9 /
| 9/13/2024 8:27:10 AM |
Chg.+0.16 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+8.79% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
115.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.27 |
| Parity: |
1.99 |
| Time value: |
0.04 |
| Break-even: |
124.13 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.94 |
| Theta: |
-0.15 |
| Omega: |
5.74 |
| Rho: |
0.02 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
+7.03% |
| 3 Months |
|
|
-28.78% |
| YTD |
|
|
+167.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.43 |
| 1M High / 1M Low: |
2.25 |
1.43 |
| 6M High / 6M Low: |
3.09 |
1.03 |
| High (YTD): |
6/26/2024 |
3.09 |
| Low (YTD): |
1/25/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.16% |
| Volatility 6M: |
|
153.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
