BVT Call 94 NVO 20.09.2024
/ DE000VM4Q9G1
BVT Call 94 NVO 20.09.2024/ DE000VM4Q9G1 /
2024-09-13 7:44:24 PM |
Chg.+0.100 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.930EUR |
+2.61% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
94.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM4Q9G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-30 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.89 |
Intrinsic value: |
3.88 |
Implied volatility: |
1.66 |
Historic volatility: |
0.27 |
Parity: |
3.88 |
Time value: |
0.04 |
Break-even: |
124.07 |
Moneyness: |
1.46 |
Premium: |
0.00 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.26% |
Delta: |
0.97 |
Theta: |
-0.16 |
Omega: |
3.06 |
Rho: |
0.01 |
Quote data
Open: |
4.010 |
High: |
4.010 |
Low: |
3.880 |
Previous Close: |
3.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.31% |
1 Month |
|
|
-1.75% |
3 Months |
|
|
-16.91% |
YTD |
|
|
+129.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.930 |
3.260 |
1M High / 1M Low: |
4.040 |
3.260 |
6M High / 6M Low: |
5.050 |
2.480 |
High (YTD): |
2024-06-25 |
5.050 |
Low (YTD): |
2024-01-02 |
1.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.759 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.800 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.75% |
Volatility 6M: |
|
96.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |