BVT Call 135 NVO 16.08.2024
/ DE000VD68WA6
BVT Call 135 NVO 16.08.2024/ DE000VD68WA6 /
| 8/9/2024 8:06:13 PM |
Chg.+0.132 |
Bid8:05:18 AM |
Ask8:05:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
+425.81% |
0.210
Bid Size: 20,000 |
0.222
Ask Size: 20,000 |
Novo Nordisk |
135.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
VD68WA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.14 |
| Time value: |
0.19 |
| Break-even: |
125.60 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
4.13 |
| Spread abs.: |
0.01 |
| Spread %: |
5.46% |
| Delta: |
0.43 |
| Theta: |
-0.21 |
| Omega: |
27.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.082 |
| High: |
0.220 |
| Low: |
0.079 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.38% |
| 1 Month |
|
|
-84.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.020 |
| 1M High / 1M Low: |
1.020 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,612.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
