BVT Call 95 NOVN 20.12.2024
/ DE000VM5XYC5
BVT Call 95 NOVN 20.12.2024/ DE000VM5XYC5 /
| 15/08/2024 20:00:27 |
Chg.+0.040 |
Bid20:00:27 |
Ask20:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
VM5XYC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.50 |
| Break-even: |
107.51 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
16.42% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
8.40 |
| Rho: |
0.20 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+59.09% |
| YTD |
|
|
+258.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.550 |
| 1M High / 1M Low: |
0.750 |
0.390 |
| 6M High / 6M Low: |
0.820 |
0.176 |
| High (YTD): |
12/07/2024 |
0.820 |
| Low (YTD): |
18/04/2024 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.407 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.75% |
| Volatility 6M: |
|
176.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
