BVT Put 90 NVO 20.12.2024
/ DE000VM37QS6
BVT Put 90 NVO 20.12.2024/ DE000VM37QS6 /
| 17/10/2024 08:53:34 |
Chg.-0.002 |
Bid10:19:01 |
Ask10:19:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-3.23% |
0.062
Bid Size: 28,000 |
0.072
Ask Size: 28,000 |
Novo Nordisk |
90.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM37QS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-155.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-2.58 |
| Time value: |
0.07 |
| Break-even: |
82.18 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-10.55 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-85.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.056 |
| 1M High / 1M Low: |
0.090 |
0.030 |
| 6M High / 6M Low: |
0.158 |
0.001 |
| High (YTD): |
02/01/2024 |
0.430 |
| Low (YTD): |
15/07/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.16% |
| Volatility 6M: |
|
5,266.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
