BVT Call 160 NVO 21.03.2025
/ DE000VD510S1
BVT Call 160 NVO 21.03.2025/ DE000VD510S1 /
| 10/17/2024 8:19:41 AM |
Chg.-0.004 |
Bid9:56:35 AM |
Ask9:56:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-4.17% |
0.090
Bid Size: 28,000 |
0.100
Ask Size: 28,000 |
Novo Nordisk |
160.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD510S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
102.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-3.87 |
| Time value: |
0.11 |
| Break-even: |
148.40 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
10.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-75.79% |
| 3 Months |
|
|
-81.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.096 |
| 1M High / 1M Low: |
0.380 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
