BVT Call 165 NVO 17.01.2025
/ DE000VM9BZK3
BVT Call 165 NVO 17.01.2025/ DE000VM9BZK3 /
| 16/10/2024 19:42:31 |
Chg.-0.006 |
Bid10:09:42 |
Ask10:09:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-12.24% |
0.040
Bid Size: 37,000 |
0.050
Ask Size: 37,000 |
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: |
194.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-4.33 |
| Time value: |
0.06 |
| Break-even: |
152.51 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
2.83 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
0.06 |
| Theta: |
-0.02 |
| Omega: |
12.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.043 |
| Low: |
0.041 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
-82.80% |
| 3 Months |
|
|
-90.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.043 |
| 1M High / 1M Low: |
0.270 |
0.042 |
| 6M High / 6M Low: |
0.880 |
0.042 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.39% |
| Volatility 6M: |
|
245.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
