OverviewChartNewsTraderScreen

BVT Call 94 NOVN 20.12.2024/  DE000VM3V6V0  /

EUWAX
2024-11-14  8:56:35 AM Chg.+0.004 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.128EUR +3.23% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 94.00 CHF 2024-12-20 Call
 

Master data

WKN: VM3V6V
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 94.00 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: 53.50
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.25
Time value: 0.18
Break-even: 102.27
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 37.59%
Delta: 0.39
Theta: -0.04
Omega: 20.80
Rho: 0.04
 

Quote data

Open: 0.128
High: 0.128
Low: 0.128
Previous Close: 0.124
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.25%
1 Month
  -85.12%
3 Months
  -82.93%
YTD
  -38.76%
1 Year
  -39.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.204 0.124
1M High / 1M Low: 0.910 0.124
6M High / 6M Low: 1.050 0.124
High (YTD): 2024-09-02 1.050
Low (YTD): 2024-11-13 0.124
52W High: 2024-09-02 1.050
52W Low: 2024-11-13 0.124
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.632
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   298.77%
Volatility 6M:   205.32%
Volatility 1Y:   197.50%
Volatility 3Y:   -