BVT Put 98 NVO 20.12.2024
/ DE000VM7SFJ5
BVT Put 98 NVO 20.12.2024/ DE000VM7SFJ5 /
| 17/10/2024 08:22:45 |
Chg.+0.002 |
Bid09:03:57 |
Ask09:03:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.169EUR |
+1.20% |
0.168
Bid Size: 23,000 |
0.178
Ask Size: 23,000 |
Novo Nordisk |
98.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SFJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-1.82 |
| Time value: |
0.18 |
| Break-even: |
88.29 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-8.95 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.169 |
| High: |
0.169 |
| Low: |
0.169 |
| Previous Close: |
0.167 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.78% |
| 1 Month |
|
|
+101.19% |
| 3 Months |
|
|
+103.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.178 |
0.149 |
| 1M High / 1M Low: |
0.223 |
0.084 |
| 6M High / 6M Low: |
0.350 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.67% |
| Volatility 6M: |
|
287.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
