BVT Call 165 NVO 21.03.2025
/ DE000VD3N4Y8
BVT Call 165 NVO 21.03.2025/ DE000VD3N4Y8 /
| 8/12/2024 1:52:53 PM |
Chg.-0.020 |
Bid2:02:04 PM |
Ask2:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.480
Bid Size: 52,000 |
0.490
Ask Size: 52,000 |
Novo Nordisk |
165.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD3N4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-2.89 |
| Time value: |
0.52 |
| Break-even: |
156.40 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
6.74 |
| Rho: |
0.18 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-44.83% |
| 3 Months |
|
|
-18.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.270 |
| 1M High / 1M Low: |
0.870 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
