BVT Call 84 NOVN 20.09.2024
/ DE000VM369C5
BVT Call 84 NOVN 20.09.2024/ DE000VM369C5 /
| 16/07/2024 19:46:06 |
Chg.-0.010 |
Bid21:10:39 |
Ask21:50:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
-0.62% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
84.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
VM369C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
1.47 |
| Time value: |
0.29 |
| Break-even: |
103.79 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
8.64% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.68 |
| Rho: |
0.12 |
Quote data
| Open: |
1.590 |
| High: |
1.610 |
| Low: |
1.580 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.21% |
| 1 Month |
|
|
+42.48% |
| 3 Months |
|
|
+228.57% |
| YTD |
|
|
+257.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.560 |
| 1M High / 1M Low: |
1.730 |
1.090 |
| 6M High / 6M Low: |
1.730 |
0.440 |
| High (YTD): |
12/07/2024 |
1.730 |
| Low (YTD): |
18/04/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.40% |
| Volatility 6M: |
|
140.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
