BVT Call 160 NVO 17.01.2025
/ DE000VM9BZH9
BVT Call 160 NVO 17.01.2025/ DE000VM9BZH9 /
9/13/2024 8:01:26 PM |
Chg.+0.020 |
Bid8:48:25 PM |
Ask8:48:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+4.76% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
160.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
VM9BZH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/17/2025 |
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: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-2.08 |
Time value: |
0.44 |
Break-even: |
148.85 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.29 |
Theta: |
-0.04 |
Omega: |
8.17 |
Rho: |
0.11 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.420 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+41.94% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
-48.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.260 |
1M High / 1M Low: |
0.480 |
0.260 |
6M High / 6M Low: |
0.990 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.362 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.587 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.91% |
Volatility 6M: |
|
202.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |