BVT Call 130 NVO 20.06.2025/  DE000VM73278  /

EUWAX
2024-08-09  8:43:43 AM Chg.+0.170 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.800EUR +26.98% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 130.00 USD 2025-06-20 Call
 

Master data

WKN: VM7327
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-06-20
Issue date: 2024-01-08
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 13.15
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.32
Implied volatility: 0.12
Historic volatility: 0.27
Parity: 0.32
Time value: 0.61
Break-even: 128.39
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.72
Theta: -0.01
Omega: 9.43
Rho: 0.67
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -23.08%
3 Months
  -5.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.630
1M High / 1M Low: 1.070 0.630
6M High / 6M Low: 1.180 0.630
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   0.911
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.40%
Volatility 6M:   90.21%
Volatility 1Y:   -
Volatility 3Y:   -