BVT Put 110 NVO 20.12.2024
/ DE000VM8D3H3
BVT Put 110 NVO 20.12.2024/ DE000VM8D3H3 /
| 12/07/2024 08:52:05 |
Chg.+0.027 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
+15.70% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-2.94 |
| Time value: |
0.19 |
| Break-even: |
99.00 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
5.68% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-7.62 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.199 |
| High: |
0.199 |
| Low: |
0.199 |
| Previous Close: |
0.172 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.08% |
| 1 Month |
|
|
+6.99% |
| 3 Months |
|
|
-66.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.172 |
| 1M High / 1M Low: |
0.260 |
0.145 |
| 6M High / 6M Low: |
1.240 |
0.145 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.20% |
| Volatility 6M: |
|
144.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
