BVT Call 145 NVO 18.10.2024
/ DE000VC1AF33
BVT Call 145 NVO 18.10.2024/ DE000VC1AF33 /
| 13/09/2024 20:01:37 |
Chg.0.000 |
Bid21:43:31 |
Ask21:43:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
145.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
VC1AF3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
02/08/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.72 |
| Time value: |
0.26 |
| Break-even: |
133.51 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.32 |
| Theta: |
-0.07 |
| Omega: |
15.41 |
| Rho: |
0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.51% |
| 1 Month |
|
|
-36.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.124 |
| 1M High / 1M Low: |
0.410 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.211 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
