BVT Call 170 NVO 20.12.2024/  DE000VD7KUK0  /

EUWAX
13/09/2024  08:54:14 Chg.+0.018 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.132EUR +15.79% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 170.00 USD 20/12/2024 Call
 

Master data

WKN: VD7KUK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 20/12/2024
Issue date: 07/06/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 84.72
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -2.98
Time value: 0.15
Break-even: 154.94
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 7.35%
Delta: 0.14
Theta: -0.03
Omega: 11.92
Rho: 0.04
 

Quote data

Open: 0.132
High: 0.132
Low: 0.132
Previous Close: 0.114
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.49%
1 Month  
+3.13%
3 Months
  -57.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.072
1M High / 1M Low: 0.176 0.072
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -