BVT Put 100 NVO 20.12.2024
/ DE000VM37QP2
BVT Put 100 NVO 20.12.2024/ DE000VM37QP2 /
| 7/12/2024 7:43:37 PM |
Chg.-0.014 |
Bid9:50:04 PM |
Ask9:50:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-18.92% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
100.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VM37QP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-180.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-3.86 |
| Time value: |
0.07 |
| Break-even: |
90.97 |
| Moneyness: |
0.70 |
| Premium: |
0.30 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-9.05 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.060 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
-90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.060 |
| 1M High / 1M Low: |
0.100 |
0.046 |
| 6M High / 6M Low: |
0.550 |
0.046 |
| High (YTD): |
1/2/2024 |
0.630 |
| Low (YTD): |
7/1/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.87% |
| Volatility 6M: |
|
168.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
