BVT Call 135 NVO 21.03.2025
/ DE000VD3N4P6
BVT Call 135 NVO 21.03.2025/ DE000VD3N4P6 /
7/12/2024 8:31:21 AM |
Chg.+0.01 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
+0.53% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
135.00 USD |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
0.65 |
Time value: |
1.40 |
Break-even: |
144.28 |
Moneyness: |
1.05 |
Premium: |
0.11 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.49% |
Delta: |
0.66 |
Theta: |
-0.04 |
Omega: |
4.17 |
Rho: |
0.45 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
1.90 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.50% |
1 Month |
|
|
-11.16% |
3 Months |
|
|
+31.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.19 |
1.88 |
1M High / 1M Low: |
2.37 |
1.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |