BVT Call 130 NVO 18.10.2024
/ DE000VC1AF25
BVT Call 130 NVO 18.10.2024/ DE000VC1AF25 /
| 9/13/2024 8:52:48 AM |
Chg.+0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+12.05% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VC1AF2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/2/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.33 |
| Break-even: |
126.97 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
9.06 |
| Rho: |
0.07 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.62% |
| 1 Month |
|
|
-4.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.560 |
| 1M High / 1M Low: |
1.170 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
