BVT Call 98 NVO 20.09.2024
/ DE000VM4CE95
BVT Call 98 NVO 20.09.2024/ DE000VM4CE95 /
| 8/9/2024 8:02:38 PM |
Chg.+0.580 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+21.48% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
98.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM4CE9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
3.25 |
| Time value: |
0.07 |
| Break-even: |
122.98 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.55 |
| Rho: |
0.10 |
Quote data
| Open: |
3.030 |
| High: |
3.380 |
| Low: |
3.030 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.41% |
| 1 Month |
|
|
-15.25% |
| 3 Months |
|
|
+6.15% |
| YTD |
|
|
+123.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.170 |
| 1M High / 1M Low: |
4.170 |
2.170 |
| 6M High / 6M Low: |
4.650 |
2.170 |
| High (YTD): |
6/25/2024 |
4.650 |
| Low (YTD): |
1/2/2024 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.377 |
| Avg. volume 6M: |
|
24.409 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.28% |
| Volatility 6M: |
|
118.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
