BVT Call 85 NOVN 20.12.2024
/ DE000VM5XX47
BVT Call 85 NOVN 20.12.2024/ DE000VM5XX47 /
| 2024-11-15 8:55:35 AM |
Chg.+0.020 |
Bid2:04:12 PM |
Ask2:04:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
0.760
Bid Size: 87,000 |
0.770
Ask Size: 87,000 |
NOVARTIS N |
85.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VM5XX4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
0.74 |
| Time value: |
0.26 |
| Break-even: |
100.66 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.14 |
| Spread %: |
16.28% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
7.24 |
| Rho: |
0.06 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
-52.60% |
| 3 Months |
|
|
-47.10% |
| YTD |
|
|
+67.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.800 |
| 1M High / 1M Low: |
1.820 |
0.800 |
| 6M High / 6M Low: |
1.930 |
0.800 |
| High (YTD): |
2024-09-02 |
1.930 |
| Low (YTD): |
2024-04-19 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.30% |
| Volatility 6M: |
|
119.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
