BVT Call 86 NOVN 20.12.2024
/ DE000VM3V6R8
BVT Call 86 NOVN 20.12.2024/ DE000VM3V6R8 /
11/10/2024 19:52:04 |
Chg.+0.090 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
1.530EUR |
+6.25% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
86.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
VM3V6R |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
12/10/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.48 |
Historic volatility: |
0.18 |
Parity: |
1.34 |
Time value: |
0.36 |
Break-even: |
108.74 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
9.68% |
Delta: |
0.78 |
Theta: |
-0.05 |
Omega: |
4.85 |
Rho: |
0.12 |
Quote data
Open: |
1.460 |
High: |
1.530 |
Low: |
1.450 |
Previous Close: |
1.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.68% |
1 Month |
|
|
+4.08% |
3 Months |
|
|
-4.38% |
YTD |
|
|
+232.61% |
1 Year |
|
|
+82.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
1.340 |
1M High / 1M Low: |
1.530 |
1.260 |
6M High / 6M Low: |
1.870 |
0.470 |
High (YTD): |
02/09/2024 |
1.870 |
Low (YTD): |
18/04/2024 |
0.470 |
52W High: |
02/09/2024 |
1.870 |
52W Low: |
16/11/2023 |
0.430 |
Avg. price 1W: |
|
1.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.222 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.944 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
77.34% |
Volatility 6M: |
|
113.88% |
Volatility 1Y: |
|
131.34% |
Volatility 3Y: |
|
- |