BVT Put 140 NVO 20.09.2024
/ DE000VD7FAG0
BVT Put 140 NVO 20.09.2024/ DE000VD7FAG0 /
| 12/08/2024 16:45:00 |
Chg.+0.120 |
Bid16:48:51 |
Ask16:48:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+13.04% |
1.010
Bid Size: 102,000 |
1.020
Ask Size: 102,000 |
Novo Nordisk |
140.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD7FAG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.31 |
| Break-even: |
119.19 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-8.35 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.000 |
| High: |
1.040 |
| Low: |
0.970 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.67% |
| 1 Month |
|
|
+79.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
0.920 |
| 1M High / 1M Low: |
1.910 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
