BVT Call 120 NVO 20.09.2024
/ DE000VM30997
BVT Call 120 NVO 20.09.2024/ DE000VM30997 /
| 8/9/2024 8:02:06 PM |
Chg.+0.460 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+48.94% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3099 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.23 |
| Time value: |
0.21 |
| Break-even: |
124.33 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
6.98 |
| Rho: |
0.10 |
Quote data
| Open: |
1.180 |
| High: |
1.480 |
| Low: |
1.180 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-1.41% |
| YTD |
|
|
+129.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.610 |
| 1M High / 1M Low: |
2.230 |
0.610 |
| 6M High / 6M Low: |
2.700 |
0.610 |
| High (YTD): |
6/25/2024 |
2.700 |
| Low (YTD): |
1/25/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.416 |
| Avg. volume 1M: |
|
154.545 |
| Avg. price 6M: |
|
1.697 |
| Avg. volume 6M: |
|
26.772 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.81% |
| Volatility 6M: |
|
207.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
