BVT Call 150 NVO 20.06.2025
/ DE000VD0AK84
BVT Call 150 NVO 20.06.2025/ DE000VD0AK84 /
| 8/12/2024 1:44:01 PM |
Chg.-0.020 |
Bid2:33:13 PM |
Ask2:33:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.520
Bid Size: 40,000 |
0.530
Ask Size: 40,000 |
Novo Nordisk |
150.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD0AK8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/14/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.27 |
| Parity: |
-1.51 |
| Time value: |
0.56 |
| Break-even: |
143.05 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
8.09 |
| Rho: |
0.34 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
-28.38% |
| 3 Months |
|
|
-1.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.350 |
| 1M High / 1M Low: |
0.740 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
