BVT Put 130 NVO 20.09.2024
/ DE000VM48HH5
BVT Put 130 NVO 20.09.2024/ DE000VM48HH5 /
09/08/2024 09:48:29 |
Chg.-0.450 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-49.45% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
130.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM48HH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-33.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-0.32 |
Time value: |
0.37 |
Break-even: |
115.39 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
-0.37 |
Theta: |
-0.06 |
Omega: |
-12.26 |
Rho: |
-0.06 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.23% |
1 Month |
|
|
+70.37% |
3 Months |
|
|
-28.13% |
YTD |
|
|
-64.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.460 |
1M High / 1M Low: |
0.910 |
0.182 |
6M High / 6M Low: |
0.910 |
0.182 |
High (YTD): |
02/01/2024 |
1.350 |
Low (YTD): |
15/07/2024 |
0.182 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.571 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
418.84% |
Volatility 6M: |
|
225.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |