BVT Call 96 NVO 20.09.2024
/ DE000VM4KFW2
BVT Call 96 NVO 20.09.2024/ DE000VM4KFW2 /
12/07/2024 19:54:06 |
Chg.+0.290 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
4.360EUR |
+7.13% |
- 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: |
3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.29 |
Intrinsic value: |
4.23 |
Implied volatility: |
0.54 |
Historic volatility: |
0.29 |
Parity: |
4.23 |
Time value: |
0.10 |
Break-even: |
131.32 |
Moneyness: |
1.48 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.23% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
2.91 |
Rho: |
0.16 |
Quote data
Open: |
4.280 |
High: |
4.400 |
Low: |
4.280 |
Previous Close: |
4.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.46% |
1 Month |
|
|
-0.91% |
3 Months |
|
|
+41.10% |
YTD |
|
|
+175.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.450 |
4.070 |
1M High / 1M Low: |
4.850 |
4.070 |
6M High / 6M Low: |
4.850 |
1.580 |
High (YTD): |
25/06/2024 |
4.850 |
Low (YTD): |
02/01/2024 |
1.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.422 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.344 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.69% |
Volatility 6M: |
|
98.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |