BVT Call 95 NOVN 20.12.2024
/ DE000VM5XYC5
BVT Call 95 NOVN 20.12.2024/ DE000VM5XYC5 /
| 06/09/2024 20:04:03 |
Chg.-0.030 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-4.35% |
-
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: |
13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.46 |
| Break-even: |
109.19 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.11 |
| Spread %: |
16.67% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
8.73 |
| Rho: |
0.17 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+26.92% |
| YTD |
|
|
+238.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.660 |
| 1M High / 1M Low: |
1.000 |
0.550 |
| 6M High / 6M Low: |
1.000 |
0.176 |
| High (YTD): |
02/09/2024 |
1.000 |
| Low (YTD): |
18/04/2024 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.06% |
| Volatility 6M: |
|
176.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
