BVT Put 170 NVO 20.09.2024
/ DE000VD1Z451
BVT Put 170 NVO 20.09.2024/ DE000VD1Z451 /
| 13/09/2024 19:44:34 |
Chg.-0.010 |
Bid20:48:43 |
Ask20:48:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
-0.56% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
170.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD1Z45 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
2.98 |
| Time value: |
-1.18 |
| Break-even: |
135.48 |
| Moneyness: |
1.24 |
| Premium: |
-0.10 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.780 |
| High: |
1.790 |
| Low: |
1.780 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.07% |
| 3 Months |
|
|
+22.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.790 |
| 1M High / 1M Low: |
1.800 |
1.720 |
| 6M High / 6M Low: |
1.800 |
1.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
9.65% |
| Volatility 6M: |
|
32.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
