BVT Put 130 NVO 20.06.2025
/ DE000VD9B3R2
BVT Put 130 NVO 20.06.2025/ DE000VD9B3R2 /
| 09/08/2024 20:02:02 |
Chg.-0.240 |
Bid21:58:19 |
Ask21:58:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-16.33% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.32 |
| Time value: |
1.23 |
| Break-even: |
106.79 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-3.65 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.210 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.60% |
| 1 Month |
|
|
+25.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.230 |
| 1M High / 1M Low: |
1.720 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
