BVT Put 120 NVO 17.01.2025
/ DE000VM9CS37
BVT Put 120 NVO 17.01.2025/ DE000VM9CS37 /
| 8/12/2024 8:25:35 AM |
Chg.-0.130 |
Bid4:42:00 PM |
Ask4:42:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-18.84% |
0.620
Bid Size: 132,000 |
0.630
Ask Size: 132,000 |
Novo Nordisk |
120.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VM9CS3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.59 |
| Break-even: |
104.06 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-5.63 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.53% |
| 1 Month |
|
|
+24.44% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.690 |
| 1M High / 1M Low: |
1.030 |
0.360 |
| 6M High / 6M Low: |
1.170 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.753 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.77% |
| Volatility 6M: |
|
153.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
