BVT Put 100 NVO 20.12.2024
/ DE000VM37QP2
BVT Put 100 NVO 20.12.2024/ DE000VM37QP2 /
2024-10-16 8:53:47 AM |
Chg.+0.018 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+13.64% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
100.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-10-20 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-68.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-1.64 |
Time value: |
0.16 |
Break-even: |
90.30 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.01 |
Spread %: |
6.76% |
Delta: |
-0.15 |
Theta: |
-0.03 |
Omega: |
-10.10 |
Rho: |
-0.03 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.132 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.73% |
1 Month |
|
|
+127.27% |
3 Months |
|
|
+134.38% |
YTD |
|
|
-75.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.178 |
0.132 |
1M High / 1M Low: |
0.200 |
0.064 |
6M High / 6M Low: |
0.280 |
0.028 |
High (YTD): |
2024-01-02 |
0.640 |
Low (YTD): |
2024-07-15 |
0.028 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.151 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.82% |
Volatility 6M: |
|
343.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |