BVT Call 88 NOVN 20.09.2024
/ DE000VM3V6Y4
BVT Call 88 NOVN 20.09.2024/ DE000VM3V6Y4 /
| 7/17/2024 8:55:18 AM |
Chg.- |
Bid8:30:37 AM |
Ask8:30:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
- |
1.40
Bid Size: 10,000 |
1.57
Ask Size: 10,000 |
NOVARTIS N |
88.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
1.05 |
| Time value: |
0.32 |
| Break-even: |
104.11 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
11.38% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
5.68 |
| Rho: |
0.11 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
+56.41% |
| 3 Months |
|
|
+306.67% |
| YTD |
|
|
+335.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.20 |
| 1M High / 1M Low: |
1.31 |
0.73 |
| 6M High / 6M Low: |
1.31 |
0.25 |
| High (YTD): |
7/15/2024 |
1.31 |
| Low (YTD): |
4/19/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.60% |
| Volatility 6M: |
|
198.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
