BVT Call 120 NVO 20.12.2024
/ DE000VM7SFA4
BVT Call 120 NVO 20.12.2024/ DE000VM7SFA4 /
| 12/07/2024 08:23:00 |
Chg.-0.08 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-3.23% |
-
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: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.38% |
| 1 Month |
|
|
-11.44% |
| 3 Months |
|
|
+35.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.37 |
| 1M High / 1M Low: |
2.98 |
2.37 |
| 6M High / 6M Low: |
2.98 |
0.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.35% |
| Volatility 6M: |
|
134.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
