BVT Call 130 NVO 20.12.2024
/ DE000VM72UY3
BVT Call 130 NVO 20.12.2024/ DE000VM72UY3 /
| 13/09/2024 08:48:23 |
Chg.+0.11 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+8.59% |
-
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: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.80 |
| Break-even: |
131.67 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
5.65 |
| Rho: |
0.18 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.91% |
| 1 Month |
|
|
+6.11% |
| 3 Months |
|
|
-32.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.01 |
| 1M High / 1M Low: |
1.59 |
1.01 |
| 6M High / 6M Low: |
2.27 |
0.69 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
64.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.02% |
| Volatility 6M: |
|
166.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
