BVT Put 135 NVO 20.06.2025
/ DE000VD9B315
BVT Put 135 NVO 20.06.2025/ DE000VD9B315 /
| 8/12/2024 8:49:30 AM |
Chg.-0.26 |
Bid2:16:51 PM |
Ask2:16:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-15.76% |
1.48
Bid Size: 52,000 |
1.49
Ask Size: 52,000 |
Novo Nordisk |
135.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD9B31 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
1.30 |
| Break-even: |
109.31 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-3.50 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.78% |
| 1 Month |
|
|
+12.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.65 |
| 1M High / 1M Low: |
2.10 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
