BVT Call 92 NOVN 20.12.2024
/ DE000VM3V6M9
BVT Call 92 NOVN 20.12.2024/ DE000VM3V6M9 /
| 2024-09-09 8:53:58 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+2.20% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
92.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VM3V6M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 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: |
10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.63 |
| Time value: |
0.40 |
| Break-even: |
108.58 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.13 |
| Spread %: |
14.44% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
7.21 |
| Rho: |
0.18 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
+30.99% |
| YTD |
|
|
+272.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.910 |
| 1M High / 1M Low: |
1.240 |
0.780 |
| 6M High / 6M Low: |
1.240 |
0.240 |
| High (YTD): |
2024-09-02 |
1.240 |
| Low (YTD): |
2024-04-19 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.84% |
| Volatility 6M: |
|
183.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
