BVT Call 75 NOVN 20.09.2024
/ DE000VM5XWC9
BVT Call 75 NOVN 20.09.2024/ DE000VM5XWC9 /
| 16/07/2024 08:56:05 |
Chg.-0.11 |
Bid22:00:07 |
Ask22:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-4.26% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
75.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
2.40 |
| Time value: |
0.21 |
| Break-even: |
103.05 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
6.10% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.42 |
| Rho: |
0.11 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.01% |
| 1 Month |
|
|
+14.35% |
| 3 Months |
|
|
+105.83% |
| YTD |
|
|
+122.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.33 |
| 1M High / 1M Low: |
2.58 |
1.96 |
| 6M High / 6M Low: |
2.58 |
1.11 |
| High (YTD): |
15/07/2024 |
2.58 |
| Low (YTD): |
19/04/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.61% |
| Volatility 6M: |
|
89.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
