BVT Call 120 NVO 17.01.2025
/ DE000VM9BZU2
BVT Call 120 NVO 17.01.2025/ DE000VM9BZU2 /
8/9/2024 8:24:51 AM |
Chg.+0.49 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
+42.24% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
120.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
VM9BZU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
6.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
1.23 |
Time value: |
0.79 |
Break-even: |
130.13 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
4.39 |
Rho: |
0.30 |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.79% |
1 Month |
|
|
-34.52% |
3 Months |
|
|
-14.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.68 |
1.16 |
1M High / 1M Low: |
2.74 |
1.16 |
6M High / 6M Low: |
3.08 |
1.16 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.16 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.26% |
Volatility 6M: |
|
141.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |