BVT Call 96 NVO 20.09.2024
/ DE000VM4KFW2
BVT Call 96 NVO 20.09.2024/ DE000VM4KFW2 /
| 09/08/2024 09:11:37 |
Chg.+0.50 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+19.92% |
-
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: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
3.43 |
| Time value: |
0.07 |
| Break-even: |
122.95 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.38 |
| Rho: |
0.09 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.68% |
| 1 Month |
|
|
-27.64% |
| 3 Months |
|
|
-7.10% |
| YTD |
|
|
+89.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.51 |
| 1M High / 1M Low: |
4.41 |
2.51 |
| 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: |
|
2.83 |
| Avg. volume 1W: |
|
600 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
136.36 |
| Avg. price 6M: |
|
3.54 |
| Avg. volume 6M: |
|
23.62 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.98% |
| Volatility 6M: |
|
97.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
