BVT Call 82 NOVN 20.12.2024
/ DE000VM36853
BVT Call 82 NOVN 20.12.2024/ DE000VM36853 /
10/11/2024 10:11:33 AM |
Chg.+0.13 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
+7.51% |
- 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: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.77 |
Implied volatility: |
0.55 |
Historic volatility: |
0.18 |
Parity: |
1.77 |
Time value: |
0.33 |
Break-even: |
108.47 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.15 |
Spread %: |
7.69% |
Delta: |
0.82 |
Theta: |
-0.05 |
Omega: |
4.11 |
Rho: |
0.12 |
Quote data
Open: |
1.86 |
High: |
1.86 |
Low: |
1.86 |
Previous Close: |
1.73 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.51% |
1 Month |
|
|
+0.54% |
3 Months |
|
|
-4.62% |
YTD |
|
|
+177.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.86 |
1.70 |
1M High / 1M Low: |
1.97 |
1.68 |
6M High / 6M Low: |
2.24 |
0.69 |
High (YTD): |
9/2/2024 |
2.24 |
Low (YTD): |
4/19/2024 |
0.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.57 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.04% |
Volatility 6M: |
|
124.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |