BVT Put 105 NVO 20.12.2024
/ DE000VM7SE86
BVT Put 105 NVO 20.12.2024/ DE000VM7SE86 /
| 2024-08-09 8:01:51 PM |
Chg.-0.079 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.231EUR |
-25.48% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VM7SE8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
0.24 |
| Break-even: |
93.80 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
4.37% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-6.84 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.223 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.21% |
| 1 Month |
|
|
+54.00% |
| 3 Months |
|
|
-27.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.231 |
| 1M High / 1M Low: |
0.420 |
0.124 |
| 6M High / 6M Low: |
0.610 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.36% |
| Volatility 6M: |
|
198.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
