BVT Put 110 NVO 20.12.2024
/ DE000VM8D3H3
BVT Put 110 NVO 20.12.2024/ DE000VM8D3H3 /
| 8/9/2024 8:01:29 PM |
Chg.-0.100 |
Bid9:13:10 AM |
Ask9:13:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-24.39% |
0.320
Bid Size: 33,000 |
0.330
Ask Size: 33,000 |
Novo Nordisk |
110.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VM8D3H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-2.15 |
| Time value: |
0.31 |
| Break-even: |
97.67 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.17 |
| Theta: |
-0.03 |
| Omega: |
-6.69 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.300 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
+78.16% |
| 3 Months |
|
|
-26.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.310 |
| 1M High / 1M Low: |
0.550 |
0.174 |
| 6M High / 6M Low: |
0.760 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.08% |
| Volatility 6M: |
|
188.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
