BVT Call 125 NVO 17.01.2025
/ DE000VM9BZ21
BVT Call 125 NVO 17.01.2025/ DE000VM9BZ21 /
| 10/16/2024 7:41:40 PM |
Chg.-0.020 |
Bid8:17:38 AM |
Ask8:17:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-3.23% |
0.600
Bid Size: 23,000 |
0.610
Ask Size: 23,000 |
Novo Nordisk |
125.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VM9BZ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-0.66 |
| Time value: |
0.63 |
| Break-even: |
121.16 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.44 |
| Theta: |
-0.05 |
| Omega: |
7.53 |
| Rho: |
0.10 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-61.04% |
| 3 Months |
|
|
-68.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.600 |
| 1M High / 1M Low: |
1.640 |
0.530 |
| 6M High / 6M Low: |
2.830 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.856 |
| Avg. volume 1M: |
|
22.727 |
| Avg. price 6M: |
|
1.744 |
| Avg. volume 6M: |
|
7.692 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.78% |
| Volatility 6M: |
|
164.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
