BVT Put 92 NVO 21.03.2025
/ DE000VD3N4C4
BVT Put 92 NVO 21.03.2025/ DE000VD3N4C4 /
10/16/2024 7:41:41 PM |
Chg.-0.001 |
Bid9:37:23 AM |
Ask9:37:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.211EUR |
-0.47% |
0.207 Bid Size: 37,000 |
0.217 Ask Size: 37,000 |
Novo Nordisk |
92.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
VD3N4C |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-49.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.28 |
Parity: |
-2.37 |
Time value: |
0.22 |
Break-even: |
82.33 |
Moneyness: |
0.78 |
Premium: |
0.24 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
4.76% |
Delta: |
-0.13 |
Theta: |
-0.02 |
Omega: |
-6.56 |
Rho: |
-0.07 |
Quote data
Open: |
0.217 |
High: |
0.217 |
Low: |
0.211 |
Previous Close: |
0.212 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.96% |
1 Month |
|
|
+39.74% |
3 Months |
|
|
+39.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.222 |
0.195 |
1M High / 1M Low: |
0.270 |
0.130 |
6M High / 6M Low: |
0.360 |
0.093 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.09% |
Volatility 6M: |
|
165.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |