BVT Call 120 NVO 20.12.2024
/ DE000VM37Q57
BVT Call 120 NVO 20.12.2024/ DE000VM37Q57 /
| 10/16/2024 8:53:48 AM |
Chg.-0.070 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-11.67% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM37Q5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.20 |
| Time value: |
0.54 |
| Break-even: |
115.66 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
9.86 |
| Rho: |
0.09 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
-54.31% |
| 3 Months |
|
|
-57.26% |
| YTD |
|
|
+12.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
1.160 |
0.450 |
| 6M High / 6M Low: |
1.370 |
0.450 |
| High (YTD): |
6/26/2024 |
1.370 |
| Low (YTD): |
1/2/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.86% |
| Volatility 6M: |
|
118.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
