BVT Put 90 NVO 20.12.2024
/ DE000VM37QS6
BVT Put 90 NVO 20.12.2024/ DE000VM37QS6 /
16/10/2024 08:53:47 |
Chg.+0.006 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
+10.71% |
- Bid Size: - |
- Ask Size: - |
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: |
-150.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.28 |
Parity: |
-2.56 |
Time value: |
0.07 |
Break-even: |
81.98 |
Moneyness: |
0.76 |
Premium: |
0.24 |
Premium p.a.: |
2.39 |
Spread abs.: |
0.01 |
Spread %: |
16.13% |
Delta: |
-0.07 |
Theta: |
-0.02 |
Omega: |
-10.46 |
Rho: |
-0.01 |
Quote data
Open: |
0.062 |
High: |
0.062 |
Low: |
0.062 |
Previous Close: |
0.056 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.42% |
1 Month |
|
|
+106.67% |
3 Months |
|
|
+169.57% |
YTD |
|
|
-84.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
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: |
|
0.065 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
317.08% |
Volatility 6M: |
|
5,266.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |