BVT Call 145 NVO 21.03.2025
/ DE000VD3N4W2
BVT Call 145 NVO 21.03.2025/ DE000VD3N4W2 /
8/9/2024 7:53:55 PM |
Chg.+0.240 |
Bid8:00:03 AM |
Ask8:00:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+32.00% |
1.070 Bid Size: 20,000 |
1.090 Ask Size: 20,000 |
Novo Nordisk |
145.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
VD3N4W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-1.06 |
Time value: |
1.01 |
Break-even: |
142.93 |
Moneyness: |
0.92 |
Premium: |
0.17 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.46 |
Theta: |
-0.03 |
Omega: |
5.62 |
Rho: |
0.29 |
Quote data
Open: |
0.850 |
High: |
1.030 |
Low: |
0.850 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.47% |
1 Month |
|
|
-36.54% |
3 Months |
|
|
-5.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.550 |
1M High / 1M Low: |
1.560 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |