BVT Call 70 NVO 20.12.2024
/ DE000VM4CRD4
BVT Call 70 NVO 20.12.2024/ DE000VM4CRD4 /
| 2024-10-16 8:57:14 AM |
Chg.0.00 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM4CRD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
4.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
4.39 |
| Time value: |
-2.60 |
| Break-even: |
82.22 |
| Moneyness: |
1.68 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.89% |
| 1 Month |
|
|
+1.71% |
| 3 Months |
|
|
+1.71% |
| YTD |
|
|
+20.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.73 |
| 1M High / 1M Low: |
1.78 |
1.70 |
| 6M High / 6M Low: |
1.81 |
1.66 |
| High (YTD): |
2024-06-28 |
1.81 |
| Low (YTD): |
2024-01-02 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16.73% |
| Volatility 6M: |
|
16.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
