BVT Call 155 NVO 20.12.2024
/ DE000VD0LPE6
BVT Call 155 NVO 20.12.2024/ DE000VD0LPE6 /
| 9/13/2024 7:45:46 PM |
Chg.+0.030 |
Bid8:48:06 PM |
Ask8:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
155.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD0LPE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.63 |
| Time value: |
0.44 |
| Break-even: |
144.34 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.31 |
| Theta: |
-0.05 |
| Omega: |
8.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.250 |
| 1M High / 1M Low: |
0.490 |
0.250 |
| 6M High / 6M Low: |
1.050 |
0.183 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.02% |
| Volatility 6M: |
|
221.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
