BVT Put 110 NVO 20.12.2024
/ DE000VM37QV0
BVT Put 110 NVO 20.12.2024/ DE000VM37QV0 /
| 2024-10-16 8:53:47 AM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+13.79% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VM37QV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-31.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.72 |
| Time value: |
0.34 |
| Break-even: |
97.67 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.29 |
| Theta: |
-0.04 |
| Omega: |
-9.27 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
+142.65% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
-60.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.400 |
0.130 |
| 6M High / 6M Low: |
0.450 |
0.090 |
| High (YTD): |
2024-01-02 |
0.860 |
| Low (YTD): |
2024-07-15 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.21% |
| Volatility 6M: |
|
235.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
