BVT Put 120 NVO 20.09.2024
/ DE000VM37QE6
BVT Put 120 NVO 20.09.2024/ DE000VM37QE6 /
| 09/08/2024 20:01:29 |
Chg.-0.114 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
-43.85% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM37QE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-78.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.16 |
| Break-even: |
108.37 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.01 |
| Spread %: |
6.85% |
| Delta: |
-0.18 |
| Theta: |
-0.05 |
| Omega: |
-13.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.186 |
| High: |
0.186 |
| Low: |
0.138 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.54% |
| 1 Month |
|
|
+21.67% |
| 3 Months |
|
|
-58.29% |
| YTD |
|
|
-86.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.146 |
| 1M High / 1M Low: |
0.450 |
0.086 |
| 6M High / 6M Low: |
0.650 |
0.070 |
| High (YTD): |
02/01/2024 |
1.110 |
| Low (YTD): |
01/07/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.299 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
574.62% |
| Volatility 6M: |
|
289.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
