BVT Call 140 NVO 15.11.2024
/ DE000VC27739
BVT Call 140 NVO 15.11.2024/ DE000VC27739 /
17/10/2024 10:12:58 |
Chg.-0.004 |
Bid12:56:11 |
Ask12:56:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
-7.02% |
0.060 Bid Size: 37,000 |
0.070 Ask Size: 37,000 |
Novo Nordisk |
140.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
VC2773 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
03/09/2024 |
Last trading day: |
15/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
150.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.28 |
Parity: |
-2.02 |
Time value: |
0.07 |
Break-even: |
129.65 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
8.19 |
Spread abs.: |
0.01 |
Spread %: |
16.13% |
Delta: |
0.11 |
Theta: |
-0.05 |
Omega: |
16.72 |
Rho: |
0.01 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.053 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.40% |
1 Month |
|
|
-89.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.057 |
1M High / 1M Low: |
0.570 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.179 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
341.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |