BVT Call 120 NVO 20.12.2024
/ DE000VM7SFA4
BVT Call 120 NVO 20.12.2024/ DE000VM7SFA4 /
| 12/07/2024 19:48:14 |
Chg.+0.250 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+10.64% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM7SFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
2.02 |
| Time value: |
0.55 |
| Break-even: |
135.73 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.11 |
| Rho: |
0.35 |
Quote data
| Open: |
2.530 |
| High: |
2.620 |
| Low: |
2.530 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
+47.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.690 |
2.350 |
| 1M High / 1M Low: |
3.030 |
2.350 |
| 6M High / 6M Low: |
3.030 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.91% |
| Volatility 6M: |
|
133.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
