BVT Call 94 NOVN 20.12.2024
/ DE000VM3V6V0
BVT Call 94 NOVN 20.12.2024/ DE000VM3V6V0 /
| 2024-07-09 8:55:26 AM |
Chg.+0.020 |
Bid2:38:19 PM |
Ask2:38:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.720
Bid Size: 112,000 |
0.730
Ask Size: 112,000 |
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: |
12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.27 |
| Time value: |
0.51 |
| Break-even: |
104.56 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
14.71% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
8.29 |
| Rho: |
0.26 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+15.25% |
| 3 Months |
|
|
+172.00% |
| YTD |
|
|
+225.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.600 |
| 1M High / 1M Low: |
0.710 |
0.470 |
| 6M High / 6M Low: |
0.710 |
0.192 |
| High (YTD): |
2024-07-05 |
0.710 |
| Low (YTD): |
2024-04-19 |
0.192 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.09% |
| Volatility 6M: |
|
178.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
