BVT Call 130 NVO 20.09.2024
/ DE000VM31AA1
BVT Call 130 NVO 20.09.2024/ DE000VM31AA1 /
| 8/9/2024 7:52:19 PM |
Chg.+0.320 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+74.42% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM31AA |
| 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: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
0.45 |
| Break-even: |
126.79 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
9.91 |
| Rho: |
0.08 |
Quote data
| Open: |
0.560 |
| High: |
0.760 |
| Low: |
0.560 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-40.48% |
| 3 Months |
|
|
-12.79% |
| YTD |
|
|
+92.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.235 |
| 1M High / 1M Low: |
1.480 |
0.235 |
| 6M High / 6M Low: |
1.890 |
0.235 |
| High (YTD): |
6/25/2024 |
1.890 |
| Low (YTD): |
8/7/2024 |
0.235 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.553 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.106 |
| Avg. volume 6M: |
|
161.417 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
523.00% |
| Volatility 6M: |
|
274.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
