BVT Put 150 NVO 20.09.2024
/ DE000VM92ZL7
BVT Put 150 NVO 20.09.2024/ DE000VM92ZL7 /
| 7/12/2024 8:05:20 PM |
Chg.-0.140 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-14.14% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
150.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM92ZL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.29 |
| Parity: |
0.73 |
| Time value: |
0.14 |
| Break-even: |
128.83 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-10.19 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.810 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-2.30% |
| 3 Months |
|
|
-37.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.820 |
| 1M High / 1M Low: |
0.990 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
