BVT Call 150 NVO 20.12.2024
/ DE000VD0AK92
BVT Call 150 NVO 20.12.2024/ DE000VD0AK92 /
| 2024-08-09 8:04:54 PM |
Chg.+0.110 |
Bid9:42:19 PM |
Ask9:42:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+42.31% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD0AK9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
31.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-1.51 |
| Time value: |
0.39 |
| Break-even: |
141.32 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
9.68 |
| Rho: |
0.12 |
Quote data
| Open: |
0.310 |
| High: |
0.400 |
| Low: |
0.310 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
-27.45% |
| 3 Months |
|
|
-2.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.178 |
| 1M High / 1M Low: |
0.580 |
0.178 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
