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BVT Call 100 NOVN 20.12.2024/  DE000VM3V638  /

EUWAX
2024-11-15  8:55:51 AM Chg.-0.002 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.017EUR -10.53% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 100.00 CHF 2024-12-20 Call
 

Master data

WKN: VM3V63
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 2024-12-20
Issue date: 2023-10-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 316.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.86
Time value: 0.03
Break-even: 106.97
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.11
Theta: -0.02
Omega: 33.61
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.05%
1 Month
  -95.75%
3 Months
  -95.28%
YTD
  -85.34%
1 Year
  -85.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.017
1M High / 1M Low: 0.410 0.017
6M High / 6M Low: 0.560 0.017
High (YTD): 2024-09-02 0.560
Low (YTD): 2024-11-13 0.017
52W High: 2024-09-02 0.560
52W Low: 2024-11-13 0.017
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   431.97%
Volatility 6M:   267.83%
Volatility 1Y:   242.45%
Volatility 3Y:   -