BVT Put 150 NVO 20.12.2024
/ DE000VD0ALA6
BVT Put 150 NVO 20.12.2024/ DE000VD0ALA6 /
| 12/08/2024 08:27:37 |
Chg.-0.18 |
Bid17:02:12 |
Ask17:02:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-14.75% |
1.14
Bid Size: 99,000 |
1.15
Ask Size: 99,000 |
Novo Nordisk |
150.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VD0ALA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
1.51 |
| Time value: |
-0.42 |
| Break-even: |
126.55 |
| Moneyness: |
1.12 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
+10.64% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.22 |
| 1M High / 1M Low: |
1.42 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
