BVT Call 170 NVO 21.03.2025
/ DE000VD54PJ1
BVT Call 170 NVO 21.03.2025/ DE000VD54PJ1 /
| 12/08/2024 19:51:32 |
Chg.-0.060 |
Bid20:18:20 |
Ask20:18:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
0.360
Bid Size: 134,000 |
0.370
Ask Size: 134,000 |
Novo Nordisk |
170.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD54PJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-3.35 |
| Time value: |
0.44 |
| Break-even: |
160.18 |
| Moneyness: |
0.79 |
| Premium: |
0.31 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
6.98 |
| Rho: |
0.16 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.226 |
| 1M High / 1M Low: |
0.750 |
0.226 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.367 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
