BVT Call 75 NOVN 20.09.2024
/ DE000VM5XWC9
BVT Call 75 NOVN 20.09.2024/ DE000VM5XWC9 /
| 2024-09-09 4:44:33 PM |
Chg.+0.160 |
Bid6:06:57 PM |
Ask6:06:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
+6.40% |
2.610
Bid Size: 16,000 |
2.730
Ask Size: 16,000 |
NOVARTIS N |
75.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM5XWC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.18 |
| Parity: |
2.44 |
| Time value: |
0.18 |
| Break-even: |
106.32 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.15 |
| Spread %: |
6.07% |
| Delta: |
0.88 |
| Theta: |
-0.24 |
| Omega: |
3.52 |
| Rho: |
0.02 |
Quote data
| Open: |
2.600 |
| High: |
2.660 |
| Low: |
2.590 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
+15.15% |
| 3 Months |
|
|
+28.50% |
| YTD |
|
|
+137.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.500 |
| 1M High / 1M Low: |
2.920 |
2.290 |
| 6M High / 6M Low: |
2.920 |
1.120 |
| High (YTD): |
2024-09-02 |
2.920 |
| Low (YTD): |
2024-04-18 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.69% |
| Volatility 6M: |
|
79.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
