BVT Call 135 NVO 19.07.2024
/ DE000VD5JQN8
BVT Call 135 NVO 19.07.2024/ DE000VD5JQN8 /
| 7/12/2024 7:46:04 PM |
Chg.+0.250 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
135.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD5JQN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.65 |
| Time value: |
0.07 |
| Break-even: |
130.98 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.84 |
| Theta: |
-0.16 |
| Omega: |
15.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.780 |
| Low: |
0.670 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.500 |
| 1M High / 1M Low: |
1.220 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
