BVT Put 120 NVO 20.06.2025
/ DE000VD9B3Z5
BVT Put 120 NVO 20.06.2025/ DE000VD9B3Z5 /
10/16/2024 8:00:27 PM |
Chg.+0.010 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+0.85% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
120.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
VD9B3Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/5/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
0.20 |
Time value: |
0.98 |
Break-even: |
98.46 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
-0.44 |
Theta: |
-0.02 |
Omega: |
-4.03 |
Rho: |
-0.40 |
Quote data
Open: |
1.190 |
High: |
1.200 |
Low: |
1.190 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+45.12% |
3 Months |
|
|
+46.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.110 |
1M High / 1M Low: |
1.320 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |