BVT Call 140 NVO 17.01.2025
/ DE000VM9BZJ5
BVT Call 140 NVO 17.01.2025/ DE000VM9BZJ5 /
| 8/9/2024 7:52:58 PM |
Chg.+0.260 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+37.14% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VM9BZJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.60 |
| Time value: |
0.99 |
| Break-even: |
138.15 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
6.10 |
| Rho: |
0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.990 |
| Low: |
0.810 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-28.89% |
| 3 Months |
|
|
-2.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.490 |
| 1M High / 1M Low: |
1.530 |
0.490 |
| 6M High / 6M Low: |
1.870 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.198 |
| Avg. volume 6M: |
|
4.724 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.10% |
| Volatility 6M: |
|
191.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
