BVT Call 84 NOVN 20.06.2025/  DE000VG00612  /

Frankfurt Zert./VONT
2024-12-20  7:41:07 PM Chg.-0.020 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 84.00 CHF 2025-06-20 Call
 

Master data

WKN: VG0061
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 84.00 CHF
Maturity: 2025-06-20
Issue date: 2024-12-16
Last trading day: 2025-06-20
Ratio: 20:1
Exercise type: American
Quanto: No
Gearing: 15.01
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.14
Implied volatility: 0.15
Historic volatility: 0.18
Parity: 0.14
Time value: 0.17
Break-even: 96.38
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.69
Theta: -0.01
Omega: 10.32
Rho: 0.29
 

Quote data

Open: 0.280
High: 0.290
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -