BVT Put 135 NVO 21.03.2025
/ DE000VD54PM5
BVT Put 135 NVO 21.03.2025/ DE000VD54PM5 /
| 10/16/2024 8:36:32 AM |
Chg.+0.13 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+7.39% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
135.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD54PM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
1.58 |
| Time value: |
0.31 |
| Break-even: |
105.14 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-3.81 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+83.50% |
| 3 Months |
|
|
+85.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.74 |
| 1M High / 1M Low: |
2.09 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
