BVT Call 95 NVO 20.09.2024
/ DE000VM5X0C9
BVT Call 95 NVO 20.09.2024/ DE000VM5X0C9 /
| 8/9/2024 9:49:31 AM |
Chg.+0.81 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+33.33% |
-
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: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.27 |
| Parity: |
3.52 |
| Time value: |
0.07 |
| Break-even: |
122.93 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.30 |
| Rho: |
0.09 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.36% |
| 1 Month |
|
|
-23.40% |
| 3 Months |
|
|
-2.70% |
| YTD |
|
|
+98.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.24 |
2.43 |
| 1M High / 1M Low: |
4.49 |
2.43 |
| 6M High / 6M Low: |
4.84 |
2.43 |
| High (YTD): |
6/26/2024 |
4.84 |
| Low (YTD): |
1/2/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.19% |
| Volatility 6M: |
|
109.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
