BVT Call 170 NVO 21.03.2025/  DE000VD54PJ1  /

Frankfurt Zert./VONT
2024-10-16  7:55:31 PM Chg.-0.007 Bid9:57:43 PM Ask9:57:43 PM Underlying Strike price Expiration date Option type
0.078EUR -8.24% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 170.00 USD 2025-03-21 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: 2025-03-21
Issue date: 2024-05-15
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -4.80
Time value: 0.09
Break-even: 157.11
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 1.39
Spread abs.: 0.01
Spread %: 12.35%
Delta: 0.08
Theta: -0.01
Omega: 10.11
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.078
Low: 0.074
Previous Close: 0.085
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -82.27%
3 Months
  -88.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.085
1M High / 1M Low: 0.440 0.079
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -