BVT Call 135 NVO 16.08.2024
/ DE000VD68WA6
BVT Call 135 NVO 16.08.2024/ DE000VD68WA6 /
12/07/2024 08:23:55 |
Chg.+0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+2.35% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
135.00 USD |
16/08/2024 |
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: |
16/08/2024 |
Issue date: |
04/06/2024 |
Last trading day: |
16/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
0.65 |
Time value: |
0.36 |
Break-even: |
133.88 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.70 |
Theta: |
-0.09 |
Omega: |
8.99 |
Rho: |
0.08 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.00% |
1 Month |
|
|
-25.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.850 |
1M High / 1M Low: |
1.390 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |