BVT Put 140 NVO 16.08.2024
/ DE000VD7E974
BVT Put 140 NVO 16.08.2024/ DE000VD7E974 /
| 8/12/2024 4:52:27 PM |
Chg.+0.160 |
Bid6:16:36 PM |
Ask6:16:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+22.54% |
0.960
Bid Size: 77,000 |
0.970
Ask Size: 77,000 |
Novo Nordisk |
140.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
VD7E97 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/6/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.10 |
| Break-even: |
121.29 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.76 |
| Theta: |
-0.29 |
| Omega: |
-13.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.870 |
| Low: |
0.780 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.07% |
| 1 Month |
|
|
+102.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
0.710 |
| 1M High / 1M Low: |
1.890 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
520.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
