BVT Put 110 NVO 20.06.2025
/ DE000VM732Z5
BVT Put 110 NVO 20.06.2025/ DE000VM732Z5 /
10/16/2024 8:48:21 AM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
110.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
VM732Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
1/8/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-20.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.28 |
Parity: |
-0.72 |
Time value: |
0.52 |
Break-even: |
95.87 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-6.28 |
Rho: |
-0.26 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
+67.74% |
3 Months |
|
|
+67.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.480 |
1M High / 1M Low: |
0.570 |
0.310 |
6M High / 6M Low: |
0.600 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.505 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.452 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.397 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.15% |
Volatility 6M: |
|
127.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |