BVT Put 130 NVO 20.06.2025
/ DE000VD9B3R2
BVT Put 130 NVO 20.06.2025/ DE000VD9B3R2 /
| 10/16/2024 8:00:26 PM |
Chg.+0.020 |
Bid10:04:29 AM |
Ask10:04:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+1.17% |
1.740
Bid Size: 33,000 |
1.750
Ask Size: 33,000 |
Novo Nordisk |
130.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD9B3R |
| 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: |
7/5/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
1.10 |
| Time value: |
0.61 |
| Break-even: |
102.62 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-3.51 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.740 |
| High: |
1.750 |
| Low: |
1.730 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.58% |
| 1 Month |
|
|
+47.86% |
| 3 Months |
|
|
+49.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.610 |
| 1M High / 1M Low: |
1.890 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
