BVT Call 135 NVO 20.06.2025
/ DE000VD98852
BVT Call 135 NVO 20.06.2025/ DE000VD98852 /
| 16/10/2024 08:52:14 |
Chg.- |
Bid08:03:03 |
Ask08:03:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.730
Bid Size: 22,000 |
0.740
Ask Size: 22,000 |
Novo Nordisk |
135.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9885 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-1.58 |
| Time value: |
0.74 |
| Break-even: |
131.44 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
5.80 |
| Rho: |
0.24 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-59.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.720 |
| 1M High / 1M Low: |
1.790 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.775 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
