BVT Call 150 NVO 21.03.2025
/ DE000VD3N4J9
BVT Call 150 NVO 21.03.2025/ DE000VD3N4J9 /
| 16/10/2024 20:00:19 |
Chg.-0.012 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
150.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD3N4J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-2.96 |
| Time value: |
0.25 |
| Break-even: |
140.28 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
4.26% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
8.61 |
| Rho: |
0.08 |
Quote data
| Open: |
0.224 |
| High: |
0.228 |
| Low: |
0.219 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.31% |
| 1 Month |
|
|
-69.19% |
| 3 Months |
|
|
-77.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.228 |
| 1M High / 1M Low: |
0.770 |
0.214 |
| 6M High / 6M Low: |
1.620 |
0.214 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.45% |
| Volatility 6M: |
|
181.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
