BVT Call 95 NOVN 20.09.2024
/ DE000VM5XYD3
BVT Call 95 NOVN 20.09.2024/ DE000VM5XYD3 /
| 06/09/2024 19:53:07 |
Chg.-0.040 |
Bid21:57:54 |
Ask21:57:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
VM5XYD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.27 |
| Break-even: |
107.29 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.14 |
| Spread %: |
31.82% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
11.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.490 |
| Low: |
0.420 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+266.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.440 |
| 1M High / 1M Low: |
0.860 |
0.360 |
| 6M High / 6M Low: |
0.860 |
0.094 |
| High (YTD): |
02/09/2024 |
0.860 |
| Low (YTD): |
18/04/2024 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.49% |
| Volatility 6M: |
|
262.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
