BVT Put 110 NVO 21.03.2025
/ DE000VD3N396
BVT Put 110 NVO 21.03.2025/ DE000VD3N396 /
| 16/10/2024 19:42:51 |
Chg.+0.010 |
Bid21:57:46 |
Ask21:57:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+1.64% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD3N39 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.72 |
| Time value: |
0.61 |
| Break-even: |
94.97 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-5.68 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
+55.00% |
| 3 Months |
|
|
+55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.720 |
0.350 |
| 6M High / 6M Low: |
0.810 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.14% |
| Volatility 6M: |
|
151.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
