BVT Call 80 NVO 20.12.2024
/ DE000VM37Q73
BVT Call 80 NVO 20.12.2024/ DE000VM37Q73 /
8/12/2024 8:52:52 AM |
Chg.+0.03 |
Bid9:11:28 AM |
Ask9:11:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.72EUR |
+1.78% |
1.71 Bid Size: 25,000 |
1.72 Ask Size: 25,000 |
Novo Nordisk |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VM37Q7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
7.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.99 |
Intrinsic value: |
4.90 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
4.90 |
Time value: |
-3.17 |
Break-even: |
90.59 |
Moneyness: |
1.67 |
Premium: |
-0.26 |
Premium p.a.: |
-0.56 |
Spread abs.: |
0.01 |
Spread %: |
0.58% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.72 |
High: |
1.72 |
Low: |
1.72 |
Previous Close: |
1.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.99% |
1 Month |
|
|
-1.71% |
3 Months |
|
|
+1.18% |
YTD |
|
|
+31.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.62 |
1M High / 1M Low: |
1.75 |
1.62 |
6M High / 6M Low: |
1.79 |
1.57 |
High (YTD): |
7/2/2024 |
1.79 |
Low (YTD): |
1/2/2024 |
1.30 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
26.21% |
Volatility 6M: |
|
17.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |