BVT Call 90 NVO 20.12.2024
/ DE000VM37QR8
BVT Call 90 NVO 20.12.2024/ DE000VM37QR8 /
| 2024-08-09 8:49:16 AM |
Chg.+0.13 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+8.84% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM37QR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
3.98 |
| Time value: |
-2.32 |
| Break-even: |
99.05 |
| Moneyness: |
1.48 |
| Premium: |
-0.19 |
| Premium p.a.: |
-0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.84% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+46.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.47 |
| 1M High / 1M Low: |
1.71 |
1.47 |
| 6M High / 6M Low: |
1.76 |
1.43 |
| High (YTD): |
2024-06-26 |
1.76 |
| Low (YTD): |
2024-01-02 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.38% |
| Volatility 6M: |
|
28.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
