BVT Call 135 NVO 20.12.2024
/ DE000VM9ZDA0
BVT Call 135 NVO 20.12.2024/ DE000VM9ZDA0 /
| 13/09/2024 08:51:43 |
Chg.+0.09 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+8.74% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
135.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM9ZDA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.98 |
| Break-even: |
133.48 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
6.25 |
| Rho: |
0.16 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+5.66% |
| 3 Months |
|
|
-36.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.79 |
| 1M High / 1M Low: |
1.31 |
0.79 |
| 6M High / 6M Low: |
1.95 |
0.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.18% |
| Volatility 6M: |
|
155.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
