BVT Call 195 NVO 17.01.2025/  DE000VD10NT7  /

EUWAX
2024-09-13  8:30:19 AM Chg.+0.017 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.072EUR +30.91% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 195.00 USD 2025-01-17 Call
 

Master data

WKN: VD10NT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-13
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 147.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -5.24
Time value: 0.08
Break-even: 176.89
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 1.84
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.07
Theta: -0.02
Omega: 11.03
Rho: 0.03
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.52%
1 Month     0.00%
3 Months
  -73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.035
1M High / 1M Low: 0.098 0.035
6M High / 6M Low: 0.500 0.035
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.22%
Volatility 6M:   244.86%
Volatility 1Y:   -
Volatility 3Y:   -