BVT Put 110 NVO 20.09.2024
/ DE000VM37QL1
BVT Put 110 NVO 20.09.2024/ DE000VM37QL1 /
| 2024-08-09 8:04:53 PM |
Chg.-0.046 |
Bid9:55:39 PM |
Ask9:55:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-46.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM37QL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-191.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-2.15 |
| Time value: |
0.06 |
| Break-even: |
100.13 |
| Moneyness: |
0.82 |
| Premium: |
0.18 |
| Premium p.a.: |
3.40 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
-0.08 |
| Theta: |
-0.03 |
| Omega: |
-14.48 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.054 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.33% |
| 1 Month |
|
|
+35.00% |
| 3 Months |
|
|
-67.86% |
| YTD |
|
|
-93.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.204 |
0.054 |
| 1M High / 1M Low: |
0.204 |
0.030 |
| 6M High / 6M Low: |
0.410 |
0.017 |
| High (YTD): |
2024-01-02 |
0.840 |
| Low (YTD): |
2024-07-01 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
698.85% |
| Volatility 6M: |
|
371.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
