BVT Call 130 NVO 20.12.2024
/ DE000VM72UY3
BVT Call 130 NVO 20.12.2024/ DE000VM72UY3 /
| 09/08/2024 19:52:46 |
Chg.+0.360 |
Bid08:05:18 |
Ask08:05:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+37.50% |
1.370
Bid Size: 15,000 |
1.390
Ask Size: 15,000 |
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: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
1.03 |
| Break-even: |
132.59 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
5.55 |
| Rho: |
0.22 |
Quote data
| Open: |
1.120 |
| High: |
1.350 |
| Low: |
1.120 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.36% |
| 1 Month |
|
|
-32.65% |
| 3 Months |
|
|
+2.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.680 |
| 1M High / 1M Low: |
1.960 |
0.680 |
| 6M High / 6M Low: |
2.350 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.51% |
| Volatility 6M: |
|
184.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
