BVT Put 115 NVO 20.09.2024
/ DE000VM9ZCT2
BVT Put 115 NVO 20.09.2024/ DE000VM9ZCT2 /
| 09/08/2024 19:41:05 |
Chg.-0.104 |
Bid21:58:24 |
Ask21:58:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
-47.06% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
115.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM9ZCT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-1.69 |
| Time value: |
0.13 |
| Break-even: |
104.07 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
2.44 |
| Spread abs.: |
0.01 |
| Spread %: |
8.47% |
| Delta: |
-0.13 |
| Theta: |
-0.05 |
| Omega: |
-12.66 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.147 |
| High: |
0.148 |
| Low: |
0.115 |
| Previous Close: |
0.221 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.59% |
| 1 Month |
|
|
+60.27% |
| 3 Months |
|
|
-63.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.117 |
| 1M High / 1M Low: |
0.370 |
0.073 |
| 6M High / 6M Low: |
0.720 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
579.40% |
| Volatility 6M: |
|
290.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
