BVT Put 160 NVO 20.09.2024
/ DE000VD1UM61
BVT Put 160 NVO 20.09.2024/ DE000VD1UM61 /
| 13/09/2024 19:48:42 |
Chg.-0.020 |
Bid21:03:22 |
Ask21:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-1.18% |
-
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: |
-7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
2.08 |
| Time value: |
-0.38 |
| Break-even: |
127.45 |
| Moneyness: |
1.17 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.620 |
| High: |
1.670 |
| Low: |
1.620 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
+10.60% |
| 3 Months |
|
|
+41.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.670 |
| 1M High / 1M Low: |
1.770 |
1.510 |
| 6M High / 6M Low: |
1.770 |
1.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.64% |
| Volatility 6M: |
|
62.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
