BVT Call 140 NVO 20.09.2024
/ DE000VM92P43
BVT Call 140 NVO 20.09.2024/ DE000VM92P43 /
| 13/09/2024 19:54:20 |
Chg.0.000 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM92P4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-0.27 |
| Time value: |
0.15 |
| Break-even: |
127.89 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
6.62 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
0.35 |
| Theta: |
-0.20 |
| Omega: |
29.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.198 |
| High: |
0.198 |
| Low: |
0.147 |
| Previous Close: |
0.157 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.73% |
| 1 Month |
|
|
-59.74% |
| 3 Months |
|
|
-84.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.062 |
| 1M High / 1M Low: |
0.390 |
0.062 |
| 6M High / 6M Low: |
1.230 |
0.062 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
674.10% |
| Volatility 6M: |
|
394.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
