BVT Call 120 NVO 21.03.2025
/ DE000VD3WSN2
BVT Call 120 NVO 21.03.2025/ DE000VD3WSN2 /
| 10/16/2024 8:00:26 PM |
Chg.-0.010 |
Bid9:14:39 AM |
Ask9:14:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
0.650
Bid Size: 28,000 |
0.660
Ask Size: 28,000 |
Novo Nordisk |
120.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD3WSN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.28 |
| Parity: |
-0.20 |
| Time value: |
0.68 |
| Break-even: |
117.06 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
8.30 |
| Rho: |
0.21 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.640 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
-36.54% |
| 3 Months |
|
|
-41.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.660 |
| 1M High / 1M Low: |
1.080 |
0.590 |
| 6M High / 6M Low: |
1.360 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.44% |
| Volatility 6M: |
|
89.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
