BVT Put 120 NVO 18.10.2024
/ DE000VC1AF17
BVT Put 120 NVO 18.10.2024/ DE000VC1AF17 /
16/09/2024 20:05:21 |
Chg.-0.009 |
Bid21:31:13 |
Ask21:31:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
-9.28% |
0.092 Bid Size: 130,000 |
0.102 Ask Size: 130,000 |
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: |
-113.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
-1.53 |
Time value: |
0.11 |
Break-even: |
107.14 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
3.15 |
Spread abs.: |
0.01 |
Spread %: |
10.10% |
Delta: |
-0.13 |
Theta: |
-0.05 |
Omega: |
-14.77 |
Rho: |
-0.02 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.086 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-53.44% |
1 Month |
|
|
-49.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.219 |
0.097 |
1M High / 1M Low: |
0.219 |
0.097 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |