BVT Put 140 NVO 20.06.2025
/ DE000VM9VN05
BVT Put 140 NVO 20.06.2025/ DE000VM9VN05 /
| 9/13/2024 8:43:29 AM |
Chg.-0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VM9VN0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/7/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.27 |
| Parity: |
0.27 |
| Time value: |
0.53 |
| Break-even: |
118.40 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-7.05 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.11% |
| 1 Month |
|
|
-8.05% |
| 3 Months |
|
|
+3.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
0.910 |
0.770 |
| 6M High / 6M Low: |
1.160 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.903 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.96% |
| Volatility 6M: |
|
70.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
