BVT Call 86 NOVN 20.12.2024
/ DE000VM3V6R8
BVT Call 86 NOVN 20.12.2024/ DE000VM3V6R8 /
| 2024-08-02 7:51:56 PM |
Chg.-0.170 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-11.64% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
86.00 CHF |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
0.89 |
| Time value: |
0.55 |
| Break-even: |
106.22 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.13 |
| Spread %: |
9.92% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.06 |
| Rho: |
0.22 |
Quote data
| Open: |
1.320 |
| High: |
1.360 |
| Low: |
1.290 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.15% |
| 1 Month |
|
|
-3.73% |
| 3 Months |
|
|
+95.45% |
| YTD |
|
|
+180.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.290 |
| 1M High / 1M Low: |
1.600 |
1.050 |
| 6M High / 6M Low: |
1.600 |
0.470 |
| High (YTD): |
2024-07-12 |
1.600 |
| Low (YTD): |
2024-04-18 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.912 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.40% |
| Volatility 6M: |
|
127.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
