BVT Put 120 NVO 20.12.2024
/ DE000VM37QK3
BVT Put 120 NVO 20.12.2024/ DE000VM37QK3 /
12/07/2024 19:47:51 |
Chg.-0.046 |
Bid21:49:42 |
Ask21:49:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.234EUR |
-16.43% |
- Bid Size: - |
- Ask Size: - |
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: |
-52.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.29 |
Parity: |
-2.02 |
Time value: |
0.25 |
Break-even: |
107.53 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-8.32 |
Rho: |
-0.10 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.234 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-6.40% |
3 Months |
|
|
-62.26% |
YTD |
|
|
-77.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.234 |
1M High / 1M Low: |
0.320 |
0.200 |
6M High / 6M Low: |
1.030 |
0.200 |
High (YTD): |
02/01/2024 |
1.090 |
Low (YTD): |
01/07/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.253 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.533 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.46% |
Volatility 6M: |
|
122.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |