BVT Put 130 NVO 20.09.2024
/ DE000VD1G2L0
BVT Put 130 NVO 20.09.2024/ DE000VD1G2L0 /
| 13/09/2024 20:01:30 |
Chg.-0.031 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-31.96% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD1G2L |
| 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: |
05/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-176.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-0.63 |
| Time value: |
0.07 |
| Break-even: |
116.67 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
27.74 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
-0.17 |
| Theta: |
-0.15 |
| Omega: |
-30.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.069 |
| High: |
0.088 |
| Low: |
0.066 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.00% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
-79.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.066 |
| 1M High / 1M Low: |
0.340 |
0.066 |
| 6M High / 6M Low: |
1.250 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
156.250 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.62% |
| Volatility 6M: |
|
272.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
