BVT Call 82 NOVN 20.12.2024
/ DE000VM36853
BVT Call 82 NOVN 20.12.2024/ DE000VM36853 /
| 11/15/2024 8:44:24 AM |
Chg.0.00 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
82.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
VM3685 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
1.06 |
| Time value: |
0.25 |
| Break-even: |
100.56 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.14 |
| Spread %: |
11.97% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
5.84 |
| Rho: |
0.06 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.44% |
| 1 Month |
|
|
-44.83% |
| 3 Months |
|
|
-39.13% |
| YTD |
|
|
+67.16% |
| 1 Year |
|
|
+69.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.12 |
| 1M High / 1M Low: |
2.13 |
1.12 |
| 6M High / 6M Low: |
2.24 |
1.12 |
| High (YTD): |
9/2/2024 |
2.24 |
| Low (YTD): |
4/19/2024 |
0.69 |
| 52W High: |
9/2/2024 |
2.24 |
| 52W Low: |
11/16/2023 |
0.64 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.46% |
| Volatility 6M: |
|
100.58% |
| Volatility 1Y: |
|
126.08% |
| Volatility 3Y: |
|
- |
