BVT Call 95 NVO 20.09.2024
/ DE000VM5X0C9
BVT Call 95 NVO 20.09.2024/ DE000VM5X0C9 /
| 7/12/2024 8:54:34 AM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
95.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM5X0C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.29 |
| Parity: |
4.32 |
| Time value: |
0.10 |
| Break-even: |
131.30 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.15 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
4.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.23% |
| 1 Month |
|
|
-6.77% |
| 3 Months |
|
|
+33.86% |
| YTD |
|
|
+161.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.53 |
4.17 |
| 1M High / 1M Low: |
4.84 |
4.11 |
| 6M High / 6M Low: |
4.84 |
1.67 |
| High (YTD): |
6/26/2024 |
4.84 |
| Low (YTD): |
1/2/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.04% |
| Volatility 6M: |
|
96.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
