BVT Call 130 NVO 20.09.2024
/ DE000VM31AA1
BVT Call 130 NVO 20.09.2024/ DE000VM31AA1 /
| 8/9/2024 8:24:24 AM |
Chg.+0.150 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+45.45% |
-
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: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.46% |
| 1 Month |
|
|
-62.79% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.330 |
| 1M High / 1M Low: |
1.500 |
0.330 |
| 6M High / 6M Low: |
1.850 |
0.330 |
| High (YTD): |
6/26/2024 |
1.850 |
| Low (YTD): |
1/25/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.847 |
| Avg. volume 1M: |
|
63.636 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
22.047 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.85% |
| Volatility 6M: |
|
217.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
