BVT Call 94 NVO 20.09.2024
/ DE000VM4Q9G1
BVT Call 94 NVO 20.09.2024/ DE000VM4Q9G1 /
| 12/07/2024 19:43:36 |
Chg.+0.280 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.530EUR |
+6.59% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
94.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.47 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
4.41 |
| Time value: |
0.10 |
| Break-even: |
131.29 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.80 |
| Rho: |
0.15 |
Quote data
| Open: |
4.450 |
| High: |
4.580 |
| Low: |
4.450 |
| Previous Close: |
4.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.66% |
| 1 Month |
|
|
-4.23% |
| 3 Months |
|
|
+39.81% |
| YTD |
|
|
+164.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.630 |
4.250 |
| 1M High / 1M Low: |
5.050 |
4.250 |
| 6M High / 6M Low: |
5.050 |
1.710 |
| High (YTD): |
25/06/2024 |
5.050 |
| Low (YTD): |
02/01/2024 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.19% |
| Volatility 6M: |
|
92.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
