BVT Put 115 NVO 20.12.2024
/ DE000VM9ZDB8
BVT Put 115 NVO 20.12.2024/ DE000VM9ZDB8 /
| 09/08/2024 08:46:45 |
Chg.-0.260 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-34.67% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
115.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM9ZDB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-1.69 |
| Time value: |
0.41 |
| Break-even: |
101.25 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.21 |
| Theta: |
-0.03 |
| Omega: |
-6.41 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+96.00% |
| 3 Months |
|
|
-10.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.490 |
| 1M High / 1M Low: |
0.750 |
0.200 |
| 6M High / 6M Low: |
0.910 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.04% |
| Volatility 6M: |
|
177.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
