BVT Call 120 NVO 20.09.2024
/ DE000VM30997
BVT Call 120 NVO 20.09.2024/ DE000VM30997 /
| 8/9/2024 8:24:17 AM |
Chg.+0.06 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+6.12% |
-
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: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
0.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.24% |
| 1 Month |
|
|
-50.71% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.61 |
| 1M High / 1M Low: |
2.27 |
0.61 |
| 6M High / 6M Low: |
2.66 |
0.61 |
| High (YTD): |
6/26/2024 |
2.66 |
| Low (YTD): |
1/25/2024 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
12,000 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
2,727.27 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
582.77 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.09% |
| Volatility 6M: |
|
186.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
