BVT Put 140 NVO 20.12.2024
/ DE000VM9VNX0
BVT Put 140 NVO 20.12.2024/ DE000VM9VNX0 /
| 09/08/2024 19:41:09 |
Chg.-0.200 |
Bid21:56:39 |
Ask21:56:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-19.61% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
140.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM9VNX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.22 |
| Break-even: |
120.05 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-8.87 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.810 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.61% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
-14.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.820 |
| 1M High / 1M Low: |
1.180 |
0.620 |
| 6M High / 6M Low: |
1.180 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.897 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.52% |
| Volatility 6M: |
|
106.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
