BVT Put 110 NVO 21.03.2025
/ DE000VD3WRX3
BVT Put 110 NVO 21.03.2025/ DE000VD3WRX3 /
| 16/10/2024 20:01:49 |
Chg.0.000 |
Bid09:06:49 |
Ask09:06:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.440
Bid Size: 17,000 |
0.450
Ask Size: 17,000 |
Novo Nordisk |
110.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD3WRX |
| 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: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-24.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.72 |
| Time value: |
0.45 |
| Break-even: |
96.57 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.30 |
| Theta: |
-0.02 |
| Omega: |
-7.25 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
+62.96% |
| 3 Months |
|
|
+62.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.510 |
0.250 |
| 6M High / 6M Low: |
0.520 |
0.188 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.95% |
| Volatility 6M: |
|
150.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
