BVT Put 135 NVO 20.09.2024
/ DE000VD1XV67
BVT Put 135 NVO 20.09.2024/ DE000VD1XV67 /
| 8/12/2024 8:59:59 AM |
Chg.-0.240 |
Bid4:47:04 PM |
Ask4:47:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-30.00% |
0.710
Bid Size: 132,000 |
0.720
Ask Size: 132,000 |
Novo Nordisk |
135.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VD1XV6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
0.49 |
| Break-even: |
117.41 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
-0.50 |
| Theta: |
-0.07 |
| Omega: |
-9.74 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
-48.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.800 |
| 1M High / 1M Low: |
1.420 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
