BVT Put 110 NVO 20.06.2025
/ DE000VD9B4A6
BVT Put 110 NVO 20.06.2025/ DE000VD9B4A6 /
16/10/2024 08:51:09 |
Chg.+0.050 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+6.94% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
110.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
VD9B4A |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
05/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
-0.72 |
Time value: |
0.78 |
Break-even: |
93.27 |
Moneyness: |
0.93 |
Premium: |
0.14 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.30% |
Delta: |
-0.32 |
Theta: |
-0.02 |
Omega: |
-4.49 |
Rho: |
-0.29 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.10% |
1 Month |
|
|
+60.42% |
3 Months |
|
|
+60.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.720 |
1M High / 1M Low: |
0.880 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |