BVT Put 135 NVO 21.03.2025
/ DE000VD54PM5
BVT Put 135 NVO 21.03.2025/ DE000VD54PM5 /
| 09/08/2024 09:46:28 |
Chg.-0.59 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-29.95% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
135.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
1.12 |
| Break-even: |
111.07 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-4.18 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
+36.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.38 |
| 1M High / 1M Low: |
1.97 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
