BVT Put 130 NVO 20.06.2025
/ DE000VM732S0
BVT Put 130 NVO 20.06.2025/ DE000VM732S0 /
| 7/12/2024 8:46:23 AM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VM732S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.29 |
| Parity: |
-1.11 |
| Time value: |
0.60 |
| Break-even: |
113.20 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-5.81 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.08% |
| 3 Months |
|
|
-30.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.580 |
| 1M High / 1M Low: |
0.650 |
0.550 |
| 6M High / 6M Low: |
1.210 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
3.937 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.88% |
| Volatility 6M: |
|
64.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
