BVT Put 100 NVO 17.01.2025
/ DE000VM9CS11
BVT Put 100 NVO 17.01.2025/ DE000VM9CS11 /
| 12/08/2024 08:25:35 |
Chg.-0.055 |
Bid10:36:55 |
Ask10:36:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
-22.00% |
0.214
Bid Size: 33,000 |
0.224
Ask Size: 33,000 |
Novo Nordisk |
100.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VM9CS1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-3.07 |
| Time value: |
0.22 |
| Break-even: |
89.48 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
4.85% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.195 |
| High: |
0.195 |
| Low: |
0.195 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.06% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
-30.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.094 |
| 6M High / 6M Low: |
0.500 |
0.094 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.55% |
| Volatility 6M: |
|
198.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
