BVT Put 140 NVO 20.12.2024
/ DE000VD7E990
BVT Put 140 NVO 20.12.2024/ DE000VD7E990 /
9/13/2024 8:04:06 PM |
Chg.-0.030 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
-2.88% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
140.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
VD7E99 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
0.27 |
Time value: |
0.75 |
Break-even: |
116.20 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
-0.49 |
Theta: |
-0.04 |
Omega: |
-5.92 |
Rho: |
-0.19 |
Quote data
Open: |
0.980 |
High: |
1.030 |
Low: |
0.980 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.48% |
1 Month |
|
|
-3.81% |
3 Months |
|
|
+5.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.380 |
1.010 |
1M High / 1M Low: |
1.380 |
0.970 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |