BVT Call 130 NVO 20.12.2024
/ DE000VM72UY3
BVT Call 130 NVO 20.12.2024/ DE000VM72UY3 /
| 16/10/2024 08:48:15 |
Chg.-0.070 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-16.28% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM72UY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-1.12 |
| Time value: |
0.38 |
| Break-even: |
123.25 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.33 |
| Theta: |
-0.06 |
| Omega: |
9.43 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-73.91% |
| 3 Months |
|
|
-80.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.370 |
| 1M High / 1M Low: |
1.400 |
0.310 |
| 6M High / 6M Low: |
2.270 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.370 |
| Avg. volume 6M: |
|
63.566 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.08% |
| Volatility 6M: |
|
190.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
