BVT Put 130 NVO 20.12.2024
/ DE000VM5D821
BVT Put 130 NVO 20.12.2024/ DE000VM5D821 /
| 16/10/2024 20:00:32 |
Chg.+0.010 |
Bid09:42:29 |
Ask09:42:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+0.99% |
1.030
Bid Size: 28,000 |
1.040
Ask Size: 28,000 |
Novo Nordisk |
130.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM5D82 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/11/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
1.12 |
| Time value: |
-0.11 |
| Break-even: |
109.35 |
| Moneyness: |
1.10 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.020 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+92.45% |
| 3 Months |
|
|
+92.45% |
| YTD |
|
|
-18.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.930 |
| 1M High / 1M Low: |
1.090 |
0.480 |
| 6M High / 6M Low: |
1.090 |
0.360 |
| High (YTD): |
02/01/2024 |
1.300 |
| Low (YTD): |
01/07/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.65% |
| Volatility 6M: |
|
153.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
