BVT Call 92 NOVN 20.12.2024
/ DE000VM3V6M9
BVT Call 92 NOVN 20.12.2024/ DE000VM3V6M9 /
| 15/11/2024 08:55:51 |
Chg.+0.004 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
+1.83% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
92.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.28 |
| Break-even: |
101.12 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.08 |
| Spread %: |
37.93% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
17.16 |
| Rho: |
0.04 |
Quote data
| Open: |
0.222 |
| High: |
0.222 |
| Low: |
0.222 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.73% |
| 1 Month |
|
|
-77.58% |
| 3 Months |
|
|
-76.38% |
| YTD |
|
|
-11.20% |
| 1 Year |
|
|
-11.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.213 |
| 1M High / 1M Low: |
1.100 |
0.213 |
| 6M High / 6M Low: |
1.240 |
0.213 |
| High (YTD): |
02/09/2024 |
1.240 |
| Low (YTD): |
13/11/2024 |
0.213 |
| 52W High: |
02/09/2024 |
1.240 |
| 52W Low: |
13/11/2024 |
0.213 |
| Avg. price 1W: |
|
0.247 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.778 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.590 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
259.01% |
| Volatility 6M: |
|
178.58% |
| Volatility 1Y: |
|
182.06% |
| Volatility 3Y: |
|
- |
