BVT Call 120 NVO 17.01.2025
/ DE000VM9BZU2
BVT Call 120 NVO 17.01.2025/ DE000VM9BZU2 /
16/10/2024 08:27:49 |
Chg.-0.110 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-12.22% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
120.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-0.20 |
Time value: |
0.81 |
Break-even: |
118.36 |
Moneyness: |
0.98 |
Premium: |
0.09 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.52 |
Theta: |
-0.05 |
Omega: |
6.94 |
Rho: |
0.12 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.28% |
1 Month |
|
|
-62.56% |
3 Months |
|
|
-68.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.790 |
1M High / 1M Low: |
2.110 |
0.680 |
6M High / 6M Low: |
3.080 |
0.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.855 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.015 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.39% |
Volatility 6M: |
|
153.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |