BVT Call 85 NOVN 20.09.2024
/ DE000VM5XV98
BVT Call 85 NOVN 20.09.2024/ DE000VM5XV98 /
| 8/16/2024 1:42:07 PM |
Chg.+0.060 |
Bid3:59:03 PM |
Ask3:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+3.97% |
1.550
Bid Size: 77,000 |
1.560
Ask Size: 77,000 |
NOVARTIS N |
85.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
VM5XV9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
0.26 |
| Break-even: |
105.29 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
10.00% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
5.04 |
| Rho: |
0.06 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
1.570 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.94% |
| 1 Month |
|
|
+3.97% |
| 3 Months |
|
|
+68.82% |
| YTD |
|
|
+302.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.310 |
| 1M High / 1M Low: |
1.520 |
1.020 |
| 6M High / 6M Low: |
1.620 |
0.390 |
| High (YTD): |
7/12/2024 |
1.620 |
| Low (YTD): |
4/18/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.44% |
| Volatility 6M: |
|
149.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
