BVT Call 125 NVO 20.09.2024
/ DE000VM31AD5
BVT Call 125 NVO 20.09.2024/ DE000VM31AD5 /
| 7/12/2024 8:25:02 AM |
Chg.-0.07 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
125.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM31AD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
1.57 |
| Time value: |
0.28 |
| Break-even: |
133.11 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
5.82 |
| Rho: |
0.17 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-16.83% |
| 3 Months |
|
|
+44.83% |
| YTD |
|
|
+242.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.66 |
| 1M High / 1M Low: |
2.26 |
1.66 |
| 6M High / 6M Low: |
2.26 |
0.40 |
| High (YTD): |
6/26/2024 |
2.26 |
| Low (YTD): |
1/25/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.12% |
| Volatility 6M: |
|
184.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
