BVT Put 100 NVO 20.12.2024
/ DE000VM7SKE6
BVT Put 100 NVO 20.12.2024/ DE000VM7SKE6 /
| 13/09/2024 19:45:56 |
Chg.-0.008 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-7.48% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SKE |
| 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: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-111.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
-3.34 |
| Time value: |
0.11 |
| Break-even: |
89.17 |
| Moneyness: |
0.73 |
| Premium: |
0.28 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.01 |
| Spread %: |
9.90% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-8.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.103 |
| Low: |
0.096 |
| Previous Close: |
0.107 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.28% |
| 1 Month |
|
|
-13.16% |
| 3 Months |
|
|
-2.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.144 |
0.099 |
| 1M High / 1M Low: |
0.144 |
0.099 |
| 6M High / 6M Low: |
0.380 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.10% |
| Volatility 6M: |
|
205.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
