BVT Call 135 NVO 17.01.2025
/ DE000VM9BZV0
BVT Call 135 NVO 17.01.2025/ DE000VM9BZV0 /
| 2024-08-09 7:45:00 PM |
Chg.+0.340 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+40.48% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
135.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9BZV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.14 |
| Time value: |
1.21 |
| Break-even: |
135.77 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.61 |
| Rho: |
0.24 |
Quote data
| Open: |
1.040 |
| High: |
1.210 |
| Low: |
1.020 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.83% |
| 1 Month |
|
|
-25.32% |
| 3 Months |
|
|
+1.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.610 |
| 1M High / 1M Low: |
1.780 |
0.610 |
| 6M High / 6M Low: |
2.150 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.399 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.80% |
| Volatility 6M: |
|
183.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
