BVT Put 115 NVO 21.03.2025
/ DE000VD3N4B6
BVT Put 115 NVO 21.03.2025/ DE000VD3N4B6 /
| 10/16/2024 7:54:19 PM |
Chg.0.000 |
Bid9:55:28 AM |
Ask9:55:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
0.00% |
0.800
Bid Size: 37,000 |
0.810
Ask Size: 37,000 |
Novo Nordisk |
115.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD3N4B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.28 |
| Time value: |
0.78 |
| Break-even: |
98.10 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-5.39 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
+58.00% |
| 3 Months |
|
|
+54.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.920 |
0.450 |
| 6M High / 6M Low: |
0.980 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.31% |
| Volatility 6M: |
|
146.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
