BVT Put 125 NVO 21.03.2025
/ DE000VD3N4A8
BVT Put 125 NVO 21.03.2025/ DE000VD3N4A8 /
| 16/10/2024 08:33:34 |
Chg.+0.09 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+7.76% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
125.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD3N4A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.66 |
| Time value: |
0.60 |
| Break-even: |
102.26 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-4.60 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+78.57% |
| 3 Months |
|
|
+89.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.15 |
| 1M High / 1M Low: |
1.43 |
0.68 |
| 6M High / 6M Low: |
1.44 |
0.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.00% |
| Volatility 6M: |
|
136.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
