BVT Put 110 NVO 20.09.2024
/ DE000VM37QL1
BVT Put 110 NVO 20.09.2024/ DE000VM37QL1 /
| 7/12/2024 8:08:34 PM |
Chg.-0.010 |
Bid9:50:02 PM |
Ask9:50:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-310.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-2.94 |
| Time value: |
0.04 |
| Break-even: |
100.44 |
| Moneyness: |
0.77 |
| Premium: |
0.23 |
| Premium p.a.: |
1.98 |
| Spread abs.: |
0.01 |
| Spread %: |
31.25% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-14.02 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.030 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-90.32% |
| YTD |
|
|
-96.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.030 |
| 1M High / 1M Low: |
0.056 |
0.017 |
| 6M High / 6M Low: |
0.740 |
0.017 |
| High (YTD): |
1/2/2024 |
0.840 |
| Low (YTD): |
7/1/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
503.56% |
| Volatility 6M: |
|
247.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
