BVT Call 125 NVO 21.03.2025
/ DE000VD3N4K7
BVT Call 125 NVO 21.03.2025/ DE000VD3N4K7 /
| 8/12/2024 8:30:52 AM |
Chg.+0.43 |
Bid9:32:53 AM |
Ask9:32:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+26.71% |
1.85
Bid Size: 23,000 |
1.87
Ask Size: 23,000 |
Novo Nordisk |
125.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.78 |
| Time value: |
1.19 |
| Break-even: |
134.21 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
4.16 |
| Rho: |
0.38 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.16% |
| 1 Month |
|
|
-17.74% |
| 3 Months |
|
|
+7.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.16 |
| 1M High / 1M Low: |
2.68 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
