BVT Put 150 NVO 20.06.2025
/ DE000VM92ZH5
BVT Put 150 NVO 20.06.2025/ DE000VM92ZH5 /
| 9/13/2024 8:54:19 AM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-3.92% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
150.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VM92ZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-12.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.27 |
| Parity: |
1.17 |
| Time value: |
-0.18 |
| Break-even: |
125.53 |
| Moneyness: |
1.09 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-9.29 |
| Rho: |
-0.78 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.100 |
0.950 |
| 6M High / 6M Low: |
1.330 |
0.890 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.26% |
| Volatility 6M: |
|
66.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
