BVT Call 125 NVO 21.03.2025
/ DE000VD3N4K7
BVT Call 125 NVO 21.03.2025/ DE000VD3N4K7 /
| 13/09/2024 19:54:21 |
Chg.+0.060 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
125.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD3N4K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.08 |
| Time value: |
1.01 |
| Break-even: |
133.75 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
4.14 |
| Rho: |
0.34 |
Quote data
| Open: |
2.130 |
| High: |
2.130 |
| Low: |
2.050 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.67% |
| 1 Month |
|
|
-2.79% |
| 3 Months |
|
|
-25.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.590 |
| 1M High / 1M Low: |
2.170 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
