BVT Put 95 NVO 20.12.2024
/ DE000VD0HJV1
BVT Put 95 NVO 20.12.2024/ DE000VD0HJV1 /
| 11/11/2024 08:56:40 |
Chg.-0.003 |
Bid11:41:47 |
Ask11:41:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.155EUR |
-1.90% |
0.148
Bid Size: 39,000 |
0.158
Ask Size: 39,000 |
Novo Nordisk |
95.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VD0HJV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
-1.14 |
| Time value: |
0.18 |
| Break-even: |
86.85 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.01 |
| Spread %: |
5.81% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-10.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.155 |
| High: |
0.155 |
| Low: |
0.155 |
| Previous Close: |
0.158 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.99% |
| 1 Month |
|
|
+10.71% |
| 3 Months |
|
|
+1.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.199 |
0.151 |
| 1M High / 1M Low: |
0.199 |
0.119 |
| 6M High / 6M Low: |
0.247 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.13% |
| Volatility 6M: |
|
296.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
