BVT Put 100 NVO 17.01.2025
/ DE000VM9CS11
BVT Put 100 NVO 17.01.2025/ DE000VM9CS11 /
16/10/2024 19:54:28 |
Chg.0.000 |
Bid21:57:43 |
Ask21:57:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-41.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-1.64 |
Time value: |
0.26 |
Break-even: |
89.28 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.18 |
Theta: |
-0.03 |
Omega: |
-7.63 |
Rho: |
-0.06 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
+59.24% |
3 Months |
|
|
+52.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.225 |
1M High / 1M Low: |
0.320 |
0.131 |
6M High / 6M Low: |
0.420 |
0.103 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.01% |
Volatility 6M: |
|
192.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |