BVT Call 90 NOVN 20.09.2024
/ DE000VM3V6Z1
BVT Call 90 NOVN 20.09.2024/ DE000VM3V6Z1 /
| 2024-07-16 8:56:27 AM |
Chg.-0.11 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-9.82% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V6Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.86 |
| Time value: |
0.32 |
| Break-even: |
104.14 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
13.46% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
6.42 |
| Rho: |
0.12 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.09% |
| 1 Month |
|
|
+38.36% |
| 3 Months |
|
|
+339.13% |
| YTD |
|
|
+359.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.87 |
| 1M High / 1M Low: |
1.12 |
0.57 |
| 6M High / 6M Low: |
1.12 |
0.19 |
| High (YTD): |
2024-07-15 |
1.12 |
| Low (YTD): |
2024-04-19 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.19% |
| Volatility 6M: |
|
215.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
