BVT Put 100 NVO 20.12.2024
/ DE000VM37QP2
BVT Put 100 NVO 20.12.2024/ DE000VM37QP2 /
| 17/10/2024 08:53:34 |
Chg.0.000 |
Bid12:00:16 |
Ask12:00:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.152
Bid Size: 28,000 |
0.162
Ask Size: 28,000 |
Novo Nordisk |
100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-67.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-1.66 |
| Time value: |
0.16 |
| Break-even: |
90.49 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-10.00 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.73% |
| 1 Month |
|
|
+134.38% |
| 3 Months |
|
|
+120.59% |
| YTD |
|
|
-75.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.158 |
0.132 |
| 1M High / 1M Low: |
0.200 |
0.064 |
| 6M High / 6M Low: |
0.280 |
0.028 |
| High (YTD): |
02/01/2024 |
0.640 |
| Low (YTD): |
15/07/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.71% |
| Volatility 6M: |
|
343.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
