BVT Put 120 NVO 20.09.2024
/ DE000VM37QE6
BVT Put 120 NVO 20.09.2024/ DE000VM37QE6 /
| 12/08/2024 08:52:51 |
Chg.-0.064 |
Bid13:45:48 |
Ask13:45:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-32.99% |
0.160
Bid Size: 39,000 |
0.170
Ask Size: 39,000 |
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: |
-78.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.16 |
| Break-even: |
108.40 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.74 |
| Spread abs.: |
0.01 |
| Spread %: |
6.85% |
| Delta: |
-0.18 |
| Theta: |
-0.05 |
| Omega: |
-13.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.194 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.86% |
| 1 Month |
|
|
+22.64% |
| 3 Months |
|
|
-63.89% |
| YTD |
|
|
-87.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.194 |
| 1M High / 1M Low: |
0.490 |
0.054 |
| 6M High / 6M Low: |
0.620 |
0.054 |
| High (YTD): |
02/01/2024 |
1.120 |
| Low (YTD): |
15/07/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.355 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
596.72% |
| Volatility 6M: |
|
309.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
