BVT Call 86 NOVN 20.09.2024
/ DE000VM30CN2
BVT Call 86 NOVN 20.09.2024/ DE000VM30CN2 /
| 16/07/2024 08:57:18 |
Chg.-0.11 |
Bid22:00:07 |
Ask22:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-7.28% |
-
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: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.19 |
| Parity: |
1.27 |
| Time value: |
0.29 |
| Break-even: |
103.84 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
9.86% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
5.17 |
| Rho: |
0.12 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
+258.97% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.25 |
| 1M High / 1M Low: |
1.51 |
0.90 |
| 6M High / 6M Low: |
1.51 |
0.33 |
| High (YTD): |
15/07/2024 |
1.51 |
| Low (YTD): |
19/04/2024 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
4.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.97% |
| Volatility 6M: |
|
196.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
