BVT Call 130 NVO 20.09.2024
/ DE000VM51TZ6
BVT Call 130 NVO 20.09.2024/ DE000VM51TZ6 /
8/9/2024 8:01:23 PM |
Chg.+0.280 |
Bid9:58:19 PM |
Ask9:58:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+75.68% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
130.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM51TZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/28/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
0.32 |
Time value: |
0.36 |
Break-even: |
125.89 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
0.64 |
Theta: |
-0.06 |
Omega: |
11.50 |
Rho: |
0.08 |
Quote data
Open: |
0.520 |
High: |
0.700 |
Low: |
0.520 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
-29.35% |
3 Months |
|
|
+4.84% |
YTD |
|
|
+150.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.216 |
1M High / 1M Low: |
1.050 |
0.216 |
6M High / 6M Low: |
1.200 |
0.216 |
High (YTD): |
6/25/2024 |
1.200 |
Low (YTD): |
1/25/2024 |
0.212 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.463 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.741 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
489.18% |
Volatility 6M: |
|
233.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |