BVT Call 75 NOVN 20.09.2024
/ DE000VM5XWC9
BVT Call 75 NOVN 20.09.2024/ DE000VM5XWC9 /
2024-08-02 9:53:45 AM |
Chg.-0.09 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.41EUR |
-3.60% |
- Bid Size: - |
- Ask Size: - |
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: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.83 |
Historic volatility: |
0.18 |
Parity: |
2.06 |
Time value: |
0.38 |
Break-even: |
104.48 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.15 |
Spread %: |
6.55% |
Delta: |
0.82 |
Theta: |
-0.09 |
Omega: |
3.40 |
Rho: |
0.08 |
Quote data
Open: |
2.41 |
High: |
2.41 |
Low: |
2.41 |
Previous Close: |
2.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.24% |
1 Month |
|
|
+8.56% |
3 Months |
|
|
+58.55% |
YTD |
|
|
+117.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.50 |
2.38 |
1M High / 1M Low: |
2.63 |
2.05 |
6M High / 6M Low: |
2.63 |
1.11 |
High (YTD): |
2024-07-18 |
2.63 |
Low (YTD): |
2024-04-19 |
1.11 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.76 |
Avg. volume 6M: |
|
16.13 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.51% |
Volatility 6M: |
|
88.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |