BVT Call 170 NVO 20.06.2025
/ DE000VD7KU34
BVT Call 170 NVO 20.06.2025/ DE000VD7KU34 /
8/12/2024 10:31:31 AM |
Chg.-0.010 |
Bid10:45:22 AM |
Ask10:45:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-2.94% |
0.320 Bid Size: 25,000 |
0.330 Ask Size: 25,000 |
Novo Nordisk |
170.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
VD7KU3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
6/7/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
34.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
-3.35 |
Time value: |
0.35 |
Break-even: |
159.28 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.23 |
Theta: |
-0.02 |
Omega: |
7.95 |
Rho: |
0.21 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-34.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.208 |
1M High / 1M Low: |
0.500 |
0.208 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |