BVT Call 88 NOVN 20.12.2024
/ DE000VM3V6P2
BVT Call 88 NOVN 20.12.2024/ DE000VM3V6P2 /
| 2024-10-11 10:18:39 AM |
Chg.+0.13 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+11.50% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
88.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VM3V6P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 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: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
1.13 |
| Time value: |
0.37 |
| Break-even: |
108.87 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
11.11% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.12 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.50% |
| 1 Month |
|
|
+0.80% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
+240.54% |
| 1 Year |
|
|
+75.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.11 |
| 1M High / 1M Low: |
1.38 |
1.08 |
| 6M High / 6M Low: |
1.63 |
0.37 |
| High (YTD): |
2024-09-02 |
1.63 |
| Low (YTD): |
2024-04-19 |
0.37 |
| 52W High: |
2024-09-02 |
1.63 |
| 52W Low: |
2023-11-16 |
0.36 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.05% |
| Volatility 6M: |
|
150.46% |
| Volatility 1Y: |
|
149.67% |
| Volatility 3Y: |
|
- |
