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: |
|
- |