BVT Put 170 NVO 20.12.2024
/ DE000VD18M22
BVT Put 170 NVO 20.12.2024/ DE000VD18M22 /
| 8/12/2024 8:43:41 AM |
Chg.-0.11 |
Bid9:32:36 AM |
Ask9:32:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-6.88% |
1.54
Bid Size: 25,000 |
1.55
Ask Size: 25,000 |
Novo Nordisk |
170.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VD18M2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
3.35 |
| Time value: |
-1.83 |
| Break-even: |
140.58 |
| Moneyness: |
1.27 |
| Premium: |
-0.15 |
| Premium p.a.: |
-0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.29% |
| 1 Month |
|
|
+7.19% |
| 3 Months |
|
|
-4.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.59 |
| 1M High / 1M Low: |
1.68 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
