BVT Call 100 NOVN 20.09.2024
/ DE000VM3V6J5
BVT Call 100 NOVN 20.09.2024/ DE000VM3V6J5 /
| 2024-09-09 8:53:58 AM |
Chg.+0.009 |
Bid8:58:30 PM |
Ask8:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+13.24% |
0.095
Bid Size: 23,000 |
0.165
Ask Size: 23,000 |
NOVARTIS N |
100.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V6J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.23 |
| Time value: |
0.12 |
| Break-even: |
107.99 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.05 |
| Spread %: |
68.12% |
| Delta: |
0.35 |
| Theta: |
-0.09 |
| Omega: |
31.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.94% |
| 1 Month |
|
|
-40.31% |
| 3 Months |
|
|
-51.88% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.068 |
| 1M High / 1M Low: |
0.320 |
0.068 |
| 6M High / 6M Low: |
0.370 |
0.041 |
| High (YTD): |
2024-07-18 |
0.370 |
| Low (YTD): |
2024-04-19 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.19% |
| Volatility 6M: |
|
362.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
