BVT Put 120 NVO 15.11.2024
/ DE000VC278B2
BVT Put 120 NVO 15.11.2024/ DE000VC278B2 /
| 17/10/2024 10:13:18 |
Chg.+0.010 |
Bid12:19:44 |
Ask12:19:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
0.610
Bid Size: 37,000 |
0.620
Ask Size: 37,000 |
Novo Nordisk |
120.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
VC278B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
03/09/2024 |
| Last trading day: |
15/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.44 |
| Break-even: |
104.31 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.52 |
| Theta: |
-0.09 |
| Omega: |
-9.12 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.17% |
| 1 Month |
|
|
+103.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.530 |
| 1M High / 1M Low: |
0.820 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
