BVT Put 120 NVO 20.06.2025
/ DE000VM732W2
BVT Put 120 NVO 20.06.2025/ DE000VM732W2 /
| 09/08/2024 20:01:54 |
Chg.-0.100 |
Bid21:58:28 |
Ask21:58:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-15.63% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
VM732W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-22.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.55 |
| Break-even: |
104.43 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-5.65 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
+14.89% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.540 |
| 1M High / 1M Low: |
0.740 |
0.430 |
| 6M High / 6M Low: |
0.790 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.19% |
| Volatility 6M: |
|
94.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
