BVT Put 120 NVO 20.09.2024
/ DE000VM92PD5
BVT Put 120 NVO 20.09.2024/ DE000VM92PD5 /
| 8/9/2024 8:49:41 AM |
Chg.-0.300 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-51.72% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM92PD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.19 |
| Break-even: |
107.99 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-12.19 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-37.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.280 |
| 1M High / 1M Low: |
0.580 |
0.082 |
| 6M High / 6M Low: |
0.900 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
533.42% |
| Volatility 6M: |
|
277.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
