BVT Put 160 NVO 20.09.2024
/ DE000VD1UM61
BVT Put 160 NVO 20.09.2024/ DE000VD1UM61 /
| 12/07/2024 19:47:55 |
Chg.-0.110 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-8.27% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
160.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD1UM6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
1.64 |
| Time value: |
-0.40 |
| Break-even: |
134.30 |
| Moneyness: |
1.13 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.210 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-21.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.190 |
| 1M High / 1M Low: |
1.330 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
