BVT Put 130 NVO 18.10.2024
/ DE000VC1AFW1
BVT Put 130 NVO 18.10.2024/ DE000VC1AFW1 /
17/10/2024 10:21:39 |
Chg.+0.030 |
Bid12:53:34 |
Ask12:53:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+2.61% |
1.120 Bid Size: 19,000 |
1.140 Ask Size: 19,000 |
Novo Nordisk |
130.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
VC1AFW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
18/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
1.10 |
Implied volatility: |
1.19 |
Historic volatility: |
0.28 |
Parity: |
1.10 |
Time value: |
0.02 |
Break-even: |
108.52 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
0.90% |
Delta: |
-0.94 |
Theta: |
-0.42 |
Omega: |
-9.08 |
Rho: |
0.00 |
Quote data
Open: |
1.180 |
High: |
1.180 |
Low: |
1.180 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.51% |
1 Month |
|
|
+237.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.950 |
1M High / 1M Low: |
1.400 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.900 |
Avg. volume 1M: |
|
159.091 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
394.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |