BVT Call 125 NVO 17.01.2025
/ DE000VM9BZ21
BVT Call 125 NVO 17.01.2025/ DE000VM9BZ21 /
| 8/9/2024 7:45:19 PM |
Chg.+0.430 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
+33.59% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.78 |
| Time value: |
0.96 |
| Break-even: |
131.91 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
4.72 |
| Rho: |
0.28 |
Quote data
| Open: |
1.540 |
| High: |
1.740 |
| Low: |
1.520 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.93% |
| 1 Month |
|
|
-21.56% |
| 3 Months |
|
|
+3.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
0.950 |
| 1M High / 1M Low: |
2.420 |
0.950 |
| 6M High / 6M Low: |
2.830 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.910 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.30% |
| Volatility 6M: |
|
160.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
