BVT Call 135 NVO 20.09.2024
/ DE000VM9ZC38
BVT Call 135 NVO 20.09.2024/ DE000VM9ZC38 /
| 8/12/2024 9:21:43 AM |
Chg.+0.180 |
Bid10:36:55 AM |
Ask10:36:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+64.29% |
0.450
Bid Size: 32,000 |
0.460
Ask Size: 32,000 |
Novo Nordisk |
135.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM9ZC3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.14 |
| Time value: |
0.53 |
| Break-even: |
129.01 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.50 |
| Theta: |
-0.08 |
| Omega: |
11.49 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-56.19% |
| 3 Months |
|
|
-32.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.153 |
| 1M High / 1M Low: |
1.190 |
0.153 |
| 6M High / 6M Low: |
1.480 |
0.153 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.341 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.21% |
| Volatility 6M: |
|
257.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
