BVT Put 160 NVO 20.06.2025
/ DE000VD1UMZ7
BVT Put 160 NVO 20.06.2025/ DE000VD1UMZ7 /
| 10/16/2024 7:41:40 PM |
Chg.+0.010 |
Bid8:24:11 AM |
Ask8:24:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+0.65% |
1.530
Bid Size: 17,000 |
1.540
Ask Size: 17,000 |
Novo Nordisk |
160.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD1UMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
3.88 |
| Time value: |
-2.34 |
| Break-even: |
131.62 |
| Moneyness: |
1.36 |
| Premium: |
-0.22 |
| Premium p.a.: |
-0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.530 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
+25.20% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.490 |
| 1M High / 1M Low: |
1.550 |
1.190 |
| 6M High / 6M Low: |
1.550 |
1.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.14% |
| Volatility 6M: |
|
54.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
