BVT Call 88 NOVN 20.09.2024
/ DE000VM3V6Y4
BVT Call 88 NOVN 20.09.2024/ DE000VM3V6Y4 /
| 15/08/2024 08:55:37 |
Chg.+0.10 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+9.43% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
88.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
VM3V6Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
1.01 |
| Time value: |
0.30 |
| Break-even: |
105.46 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.15 |
| Spread %: |
12.93% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
5.97 |
| Rho: |
0.06 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.59% |
| 1 Month |
|
|
-11.45% |
| 3 Months |
|
|
+50.65% |
| YTD |
|
|
+314.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.97 |
| 1M High / 1M Low: |
1.39 |
0.74 |
| 6M High / 6M Low: |
1.39 |
0.25 |
| High (YTD): |
18/07/2024 |
1.39 |
| Low (YTD): |
19/04/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.14% |
| Volatility 6M: |
|
207.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
