BVT Put 105 NVO 21.03.2025
/ DE000VD3N362
BVT Put 105 NVO 21.03.2025/ DE000VD3N362 /
| 8/9/2024 7:56:01 PM |
Chg.-0.090 |
Bid8:58:26 PM |
Ask8:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD3N36 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
0.37 |
| Break-even: |
92.49 |
| Moneyness: |
0.79 |
| Premium: |
0.24 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-5.27 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.360 |
| 1M High / 1M Low: |
0.570 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
