BVT Put 120 NVO 20.06.2025
/ DE000VM732W2
BVT Put 120 NVO 20.06.2025/ DE000VM732W2 /
| 2024-08-09 8:43:43 AM |
Chg.-0.150 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-19.74% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-06-20 |
| 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: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
+45.24% |
| 3 Months |
|
|
-3.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.610 |
| 1M High / 1M Low: |
0.760 |
0.390 |
| 6M High / 6M Low: |
0.770 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.10% |
| Volatility 6M: |
|
96.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
