BVT Put 125 NVO 20.06.2025
/ DE000VD9B3V4
BVT Put 125 NVO 20.06.2025/ DE000VD9B3V4 /
| 09/08/2024 19:52:23 |
Chg.-0.200 |
Bid08:00:00 |
Ask08:00:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-16.13% |
1.000
Bid Size: 20,000 |
1.010
Ask Size: 20,000 |
Novo Nordisk |
125.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
VD9B3V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
05/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.78 |
| Time value: |
1.05 |
| Break-even: |
104.01 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-3.78 |
| Rho: |
-0.43 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.040 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.09% |
| 1 Month |
|
|
+26.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.040 |
| 1M High / 1M Low: |
1.490 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
