BVT Call 135 NVO 21.03.2025
/ DE000VD3N4P6
BVT Call 135 NVO 21.03.2025/ DE000VD3N4P6 /
12/08/2024 10:31:22 |
Chg.-0.050 |
Bid13:30:09 |
Ask13:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.360EUR |
-3.55% |
1.350 Bid Size: 43,000 |
1.360 Ask Size: 43,000 |
Novo Nordisk |
135.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
VD3N4P |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-0.14 |
Time value: |
1.44 |
Break-even: |
138.11 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.57 |
Theta: |
-0.04 |
Omega: |
4.85 |
Rho: |
0.34 |
Quote data
Open: |
1.360 |
High: |
1.360 |
Low: |
1.360 |
Previous Close: |
1.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.24% |
1 Month |
|
|
-33.66% |
3 Months |
|
|
-4.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.820 |
1M High / 1M Low: |
2.050 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |