BVT Call 120 NVO 20.12.2024
/ DE000VM37Q57
BVT Call 120 NVO 20.12.2024/ DE000VM37Q57 /
| 7/12/2024 8:52:15 AM |
Chg.+0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+0.81% |
-
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: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.30% |
| 3 Months |
|
|
+35.87% |
| YTD |
|
|
+165.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.23 |
| 1M High / 1M Low: |
1.37 |
1.20 |
| 6M High / 6M Low: |
1.37 |
0.47 |
| High (YTD): |
6/26/2024 |
1.37 |
| Low (YTD): |
1/2/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.60% |
| Volatility 6M: |
|
90.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
