BVT Put 100 NVO 20.12.2024
/ DE000VM7SKE6
BVT Put 100 NVO 20.12.2024/ DE000VM7SKE6 /
| 12/08/2024 08:23:06 |
Chg.-0.046 |
Bid08:52:36 |
Ask08:52:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.161EUR |
-22.22% |
0.161
Bid Size: 10,000 |
0.191
Ask Size: 10,000 |
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: |
-67.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-3.07 |
| Time value: |
0.18 |
| Break-even: |
89.81 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-7.00 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.161 |
| High: |
0.161 |
| Low: |
0.161 |
| Previous Close: |
0.207 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.37% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
-32.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.207 |
| 1M High / 1M Low: |
0.340 |
0.055 |
| 6M High / 6M Low: |
0.470 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.287 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.79% |
| Volatility 6M: |
|
250.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
