BVT Put 120 NVO 21.03.2025
/ DE000VD3WRS3
BVT Put 120 NVO 21.03.2025/ DE000VD3WRS3 /
2024-09-13 8:55:45 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-7.69% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
120.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VD3WRS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-32.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-1.53 |
Time value: |
0.38 |
Break-even: |
104.54 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-7.03 |
Rho: |
-0.16 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.28% |
1 Month |
|
|
-16.28% |
3 Months |
|
|
+9.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.360 |
1M High / 1M Low: |
0.450 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |