BVT Call 160 NVO 20.06.2025
/ DE000VD1UNB6
BVT Call 160 NVO 20.06.2025/ DE000VD1UNB6 /
| 10/16/2024 8:00:18 PM |
Chg.-0.004 |
Bid8:54:57 AM |
Ask8:54:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
-2.35% |
0.168
Bid Size: 17,000 |
0.180
Ask Size: 17,000 |
Novo Nordisk |
160.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD1UNB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
60.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-3.88 |
| Time value: |
0.18 |
| Break-even: |
148.82 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
8.86 |
| Rho: |
0.10 |
Quote data
| Open: |
0.164 |
| High: |
0.166 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.74% |
| 1 Month |
|
|
-58.50% |
| 3 Months |
|
|
-67.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.166 |
| 1M High / 1M Low: |
0.410 |
0.152 |
| 6M High / 6M Low: |
0.690 |
0.152 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.97% |
| Volatility 6M: |
|
135.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
