BVT Call 80 NVO 20.09.2024
/ DE000VM37QN7
BVT Call 80 NVO 20.09.2024/ DE000VM37QN7 /
| 09/08/2024 08:49:16 |
Chg.+0.04 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
80.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM37QN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.93 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
4.90 |
| Time value: |
-3.08 |
| Break-even: |
91.49 |
| Moneyness: |
1.67 |
| Premium: |
-0.25 |
| Premium p.a.: |
-0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.55% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
+1.69% |
| YTD |
|
|
+36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.76 |
| 1M High / 1M Low: |
1.81 |
1.76 |
| 6M High / 6M Low: |
1.84 |
1.63 |
| High (YTD): |
28/06/2024 |
1.84 |
| Low (YTD): |
02/01/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.76% |
| Volatility 6M: |
|
14.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
