BVT Put 120 NVO 21.03.2025
/ DE000VD3WRS3
BVT Put 120 NVO 21.03.2025/ DE000VD3WRS3 /
| 16/10/2024 08:55:51 |
Chg.+0.040 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.28 |
| Parity: |
0.20 |
| Time value: |
0.49 |
| Break-even: |
103.36 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-7.55 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.760 |
0.360 |
| 6M High / 6M Low: |
0.760 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.665 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.90% |
| Volatility 6M: |
|
143.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
