BVT Put 150 NVO 21.03.2025
/ DE000VD3WR13
BVT Put 150 NVO 21.03.2025/ DE000VD3WR13 /
2024-09-13 8:01:32 PM |
Chg.-0.010 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-1.02% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
150.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VD3WR1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-12.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.53 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.08 |
Historic volatility: |
0.27 |
Parity: |
1.17 |
Time value: |
-0.19 |
Break-even: |
125.63 |
Moneyness: |
1.09 |
Premium: |
-0.02 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
-0.88 |
Theta: |
0.01 |
Omega: |
-11.09 |
Rho: |
-0.61 |
Quote data
Open: |
0.950 |
High: |
0.980 |
Low: |
0.950 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.82% |
1 Month |
|
|
-1.02% |
3 Months |
|
|
+6.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.970 |
1M High / 1M Low: |
1.140 |
0.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |