BVT Call 94 NVO 20.09.2024
/ DE000VM4Q9G1
BVT Call 94 NVO 20.09.2024/ DE000VM4Q9G1 /
| 8/9/2024 7:41:05 PM |
Chg.+0.660 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
+22.07% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
94.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
3.62 |
| Time value: |
0.05 |
| Break-even: |
122.81 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.26 |
| Rho: |
0.09 |
Quote data
| Open: |
3.380 |
| High: |
3.690 |
| Low: |
3.370 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.24% |
| 1 Month |
|
|
-14.12% |
| 3 Months |
|
|
+6.73% |
| YTD |
|
|
+113.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
2.480 |
| 1M High / 1M Low: |
4.530 |
2.480 |
| 6M High / 6M Low: |
5.050 |
2.480 |
| High (YTD): |
6/25/2024 |
5.050 |
| Low (YTD): |
1/2/2024 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.35% |
| Volatility 6M: |
|
107.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
