BVT Call 160 NVO 20.12.2024
/ DE000VD1G2D7
BVT Call 160 NVO 20.12.2024/ DE000VD1G2D7 /
| 13/09/2024 08:59:58 |
Chg.+0.040 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD1G2D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-2.08 |
| Time value: |
0.33 |
| Break-even: |
147.75 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
9.51 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.51% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-56.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.183 |
| 1M High / 1M Low: |
0.380 |
0.183 |
| 6M High / 6M Low: |
0.910 |
0.159 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.233 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.33% |
| Volatility 6M: |
|
230.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
