BVT Call 140 NVO 20.12.2024
/ DE000VM92N78
BVT Call 140 NVO 20.12.2024/ DE000VM92N78 /
| 9/13/2024 7:54:26 PM |
Chg.+0.040 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM92N7 |
| 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: |
2/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-0.27 |
| Time value: |
0.92 |
| Break-even: |
135.60 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.52 |
| Theta: |
-0.06 |
| Omega: |
6.93 |
| Rho: |
0.14 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.890 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.39% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
-40.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.590 |
| 1M High / 1M Low: |
0.990 |
0.590 |
| 6M High / 6M Low: |
1.740 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.061 |
| Avg. volume 6M: |
|
7.813 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.05% |
| Volatility 6M: |
|
186.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
