BVT Put 120 NVO 20.12.2024
/ DE000VM37QK3
BVT Put 120 NVO 20.12.2024/ DE000VM37QK3 /
16/10/2024 19:41:40 |
Chg.+0.020 |
Bid09:46:10 |
Ask09:46:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+3.17% |
0.660 Bid Size: 28,000 |
0.670 Ask Size: 28,000 |
Novo Nordisk |
120.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
VM37QK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-16.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
0.20 |
Time value: |
0.44 |
Break-even: |
103.86 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
1.59% |
Delta: |
-0.51 |
Theta: |
-0.04 |
Omega: |
-8.67 |
Rho: |
-0.11 |
Quote data
Open: |
0.650 |
High: |
0.660 |
Low: |
0.640 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.17% |
1 Month |
|
|
+109.68% |
3 Months |
|
|
+103.13% |
YTD |
|
|
-38.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.570 |
1M High / 1M Low: |
0.720 |
0.270 |
6M High / 6M Low: |
0.720 |
0.200 |
High (YTD): |
02/01/2024 |
1.090 |
Low (YTD): |
01/07/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.542 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.392 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.33% |
Volatility 6M: |
|
191.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |