BVT Put 120 NVO 18.10.2024
/ DE000VC1AF17
BVT Put 120 NVO 18.10.2024/ DE000VC1AF17 /
| 2024-10-17 10:34:29 AM |
Chg.0.000 |
Bid12:20:43 PM |
Ask12:20:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.231
Bid Size: 24,000 |
0.245
Ask Size: 24,000 |
Novo Nordisk |
120.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
VC1AF1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-02 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.05 |
| Break-even: |
108.18 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
4.63 |
| Spread abs.: |
0.01 |
| Spread %: |
4.48% |
| Delta: |
-0.72 |
| Theta: |
-0.51 |
| Omega: |
-33.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.156 |
| 1M High / 1M Low: |
0.540 |
0.102 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
