BVT Call 145 NVO 20.12.2024
/ DE000VD0HDA8
BVT Call 145 NVO 20.12.2024/ DE000VD0HDA8 /
| 16/10/2024 08:57:53 |
Chg.-0.033 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
-21.43% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
145.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD0HDA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-2.50 |
| Time value: |
0.13 |
| Break-even: |
134.57 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.01 |
| Spread %: |
8.06% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
11.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.154 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.92% |
| 1 Month |
|
|
-82.46% |
| 3 Months |
|
|
-88.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.121 |
| 1M High / 1M Low: |
0.690 |
0.103 |
| 6M High / 6M Low: |
1.400 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.02% |
| Volatility 6M: |
|
226.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
