BVT Call 120 NVO 20.12.2024
/ DE000VM37Q57
BVT Call 120 NVO 20.12.2024/ DE000VM37Q57 /
| 7/12/2024 7:54:07 PM |
Chg.+0.070 |
Bid9:56:38 PM |
Ask9:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+5.74% |
-
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: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
2.02 |
| Time value: |
-0.73 |
| Break-even: |
122.93 |
| Moneyness: |
1.18 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.270 |
| High: |
1.300 |
| Low: |
1.270 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.78% |
| 1 Month |
|
|
-0.77% |
| 3 Months |
|
|
+40.22% |
| YTD |
|
|
+174.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.220 |
| 1M High / 1M Low: |
1.390 |
1.220 |
| 6M High / 6M Low: |
1.390 |
0.460 |
| High (YTD): |
6/25/2024 |
1.390 |
| Low (YTD): |
1/2/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.82% |
| Volatility 6M: |
|
89.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
