BVT Call 160 NVO 20.12.2024
/ DE000VD1UM79
BVT Call 160 NVO 20.12.2024/ DE000VD1UM79 /
| 9/13/2024 9:01:05 AM |
Chg.+0.034 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+16.50% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD1UM7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
49.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-2.08 |
| Time value: |
0.25 |
| Break-even: |
146.95 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
10.99 |
| Rho: |
0.07 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.206 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.84% |
| 1 Month |
|
|
+8.11% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.140 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.490 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.41% |
| Volatility 6M: |
|
230.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
