BVT Call 165 NVO 17.01.2025
/ DE000VM9BZK3
BVT Call 165 NVO 17.01.2025/ DE000VM9BZK3 /
| 12/08/2024 10:11:37 |
Chg.-0.030 |
Bid10:25:17 |
Ask10:25:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-9.09% |
0.310
Bid Size: 33,000 |
0.320
Ask Size: 33,000 |
Novo Nordisk |
165.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VM9BZK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-2.89 |
| Time value: |
0.35 |
| Break-even: |
154.70 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
8.18 |
| Rho: |
0.11 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-30.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.155 |
| 1M High / 1M Low: |
0.650 |
0.155 |
| 6M High / 6M Low: |
0.950 |
0.155 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.70% |
| Volatility 6M: |
|
226.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
