BVT Call 130 NVO 20.09.2024
/ DE000VM51TZ6
BVT Call 130 NVO 20.09.2024/ DE000VM51TZ6 /
| 9/13/2024 8:13:30 AM |
Chg.+0.100 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+17.86% |
-
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: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.06 |
| Break-even: |
124.27 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
15.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-38.32% |
| YTD |
|
|
+153.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.320 |
| 1M High / 1M Low: |
0.900 |
0.320 |
| 6M High / 6M Low: |
1.190 |
0.270 |
| High (YTD): |
6/26/2024 |
1.190 |
| Low (YTD): |
1/25/2024 |
0.214 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.17% |
| Volatility 6M: |
|
234.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
