BVT Call 95 NOVN 20.12.2024
/ DE000VM5XYC5
BVT Call 95 NOVN 20.12.2024/ DE000VM5XYC5 /
| 2024-09-09 8:53:40 AM |
Chg.+0.020 |
Bid8:40:08 PM |
Ask8:40:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.730
Bid Size: 16,000 |
0.850
Ask Size: 16,000 |
NOVARTIS N |
95.00 CHF |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| 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.: |
0.17 |
| Spread abs.: |
0.11 |
| Spread %: |
16.67% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
8.72 |
| Rho: |
0.17 |
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 |
|
|
-29.17% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+28.30% |
| YTD |
|
|
+257.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.660 |
| 1M High / 1M Low: |
0.960 |
0.560 |
| 6M High / 6M Low: |
0.960 |
0.172 |
| High (YTD): |
2024-09-02 |
0.960 |
| Low (YTD): |
2024-04-19 |
0.172 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.51% |
| Volatility 6M: |
|
204.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
