BVT Call 140 NVO 20.12.2024
/ DE000VM9VPT3
BVT Call 140 NVO 20.12.2024/ DE000VM9VPT3 /
| 10/16/2024 8:43:30 AM |
Chg.-0.032 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-19.05% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM9VPT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
73.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-2.04 |
| Time value: |
0.15 |
| Break-even: |
130.12 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.01 |
| Spread %: |
7.25% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
12.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.136 |
| High: |
0.136 |
| Low: |
0.136 |
| Previous Close: |
0.168 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.23% |
| 1 Month |
|
|
-78.06% |
| 3 Months |
|
|
-81.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.136 |
| 1M High / 1M Low: |
0.620 |
0.112 |
| 6M High / 6M Low: |
0.890 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
11.628 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.74% |
| Volatility 6M: |
|
199.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
