BVT Call 86 NOVN 20.09.2024
/ DE000VM30CN2
BVT Call 86 NOVN 20.09.2024/ DE000VM30CN2 /
| 15/08/2024 19:45:05 |
Chg.+0.060 |
Bid20:05:42 |
Ask20:05:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+4.44% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
86.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
VM30CN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
1.22 |
| Time value: |
0.29 |
| Break-even: |
105.36 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
11.03% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
5.33 |
| Rho: |
0.06 |
Quote data
| Open: |
1.400 |
| High: |
1.420 |
| Low: |
1.350 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.55% |
| 1 Month |
|
|
-0.70% |
| 3 Months |
|
|
+56.67% |
| YTD |
|
|
+302.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.160 |
| 1M High / 1M Low: |
1.430 |
0.920 |
| 6M High / 6M Low: |
1.530 |
0.340 |
| High (YTD): |
12/07/2024 |
1.530 |
| Low (YTD): |
18/04/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.89% |
| Volatility 6M: |
|
161.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
