BVT Call 120 NVO 20.12.2024
/ DE000VM7SFA4
BVT Call 120 NVO 20.12.2024/ DE000VM7SFA4 /
| 12/08/2024 08:23:01 |
Chg.+0.46 |
Bid09:24:08 |
Ask09:24:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+29.87% |
1.80
Bid Size: 21,000 |
1.82
Ask Size: 21,000 |
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: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.23 |
| Time value: |
0.69 |
| Break-even: |
129.13 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
4.66 |
| Rho: |
0.25 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.39% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.06 |
| 1M High / 1M Low: |
2.61 |
1.06 |
| 6M High / 6M Low: |
2.98 |
1.06 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.93% |
| Volatility 6M: |
|
147.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
