BVT Put 120 NVO 18.10.2024
/ DE000VC1AF17
BVT Put 120 NVO 18.10.2024/ DE000VC1AF17 /
17/10/2024 10:34:29 |
Chg.0.000 |
Bid12:05:05 |
Ask12:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
0.240 Bid Size: 24,000 |
0.260 Ask Size: 24,000 |
Novo Nordisk |
120.00 USD |
18/10/2024 |
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: |
18/10/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
18/10/2024 |
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: |
|
- |