BVT Call 130 NVO 20.09.2024
/ DE000VM31AA1
BVT Call 130 NVO 20.09.2024/ DE000VM31AA1 /
| 13/09/2024 08:27:10 |
Chg.+0.100 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+17.54% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| 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: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.41% |
| 1 Month |
|
|
-8.22% |
| 3 Months |
|
|
-57.86% |
| YTD |
|
|
+67.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.340 |
| 1M High / 1M Low: |
0.970 |
0.340 |
| 6M High / 6M Low: |
1.850 |
0.330 |
| High (YTD): |
26/06/2024 |
1.850 |
| Low (YTD): |
25/01/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
21.875 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.94% |
| Volatility 6M: |
|
240.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
