BVT Call 96 NVO 20.09.2024
/ DE000VM4KFW2
BVT Call 96 NVO 20.09.2024/ DE000VM4KFW2 /
13/09/2024 08:38:46 |
Chg.+0.15 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
3.69EUR |
+4.24% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
96.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM4KFW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.71 |
Intrinsic value: |
3.70 |
Implied volatility: |
1.58 |
Historic volatility: |
0.27 |
Parity: |
3.70 |
Time value: |
0.04 |
Break-even: |
124.07 |
Moneyness: |
1.43 |
Premium: |
0.00 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
0.97 |
Theta: |
-0.16 |
Omega: |
3.20 |
Rho: |
0.01 |
Quote data
Open: |
3.69 |
High: |
3.69 |
Low: |
3.69 |
Previous Close: |
3.54 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.04% |
1 Month |
|
|
+4.83% |
3 Months |
|
|
-17.63% |
YTD |
|
|
+132.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.69 |
3.12 |
1M High / 1M Low: |
3.95 |
3.12 |
6M High / 6M Low: |
4.75 |
2.51 |
High (YTD): |
26/06/2024 |
4.75 |
Low (YTD): |
02/01/2024 |
1.48 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.62 |
Avg. volume 6M: |
|
23.44 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.65% |
Volatility 6M: |
|
93.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |