BVT Put 98 NVO 20.12.2024
/ DE000VM7SFJ5
BVT Put 98 NVO 20.12.2024/ DE000VM7SFJ5 /
7/12/2024 8:05:40 PM |
Chg.-0.016 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-17.39% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
98.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-148.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
-4.04 |
Time value: |
0.09 |
Break-even: |
88.98 |
Moneyness: |
0.69 |
Premium: |
0.32 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.01 |
Spread %: |
12.82% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-8.08 |
Rho: |
-0.04 |
Quote data
Open: |
0.086 |
High: |
0.086 |
Low: |
0.076 |
Previous Close: |
0.092 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.43% |
1 Month |
|
|
-16.48% |
3 Months |
|
|
-77.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.092 |
0.076 |
1M High / 1M Low: |
0.119 |
0.056 |
6M High / 6M Low: |
0.770 |
0.056 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.294 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
286.80% |
Volatility 6M: |
|
152.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |