BVT Call 155 NVO 17.01.2025
/ DE000VM9BZP2
BVT Call 155 NVO 17.01.2025/ DE000VM9BZP2 /
| 09/08/2024 20:03:08 |
Chg.+0.160 |
Bid08:52:01 |
Ask08:52:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+44.44% |
0.560
Bid Size: 10,000 |
0.590
Ask Size: 10,000 |
Novo Nordisk |
155.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VM9BZP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.97 |
| Time value: |
0.53 |
| Break-even: |
147.30 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
7.44 |
| Rho: |
0.15 |
Quote data
| Open: |
0.430 |
| High: |
0.560 |
| Low: |
0.430 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-43.48% |
| 3 Months |
|
|
-14.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.250 |
| 1M High / 1M Low: |
0.920 |
0.250 |
| 6M High / 6M Low: |
1.220 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.74% |
| Volatility 6M: |
|
213.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
