BVT Call 96 NOVN 20.09.2024
/ DE000VM3V6T4
BVT Call 96 NOVN 20.09.2024/ DE000VM3V6T4 /
| 8/2/2024 8:02:58 PM |
Chg.-0.140 |
Bid9:52:28 PM |
Ask9:52:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-32.56% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
96.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
VM3V6T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-0.18 |
| Time value: |
0.40 |
| Break-even: |
106.50 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.09 |
| Spread %: |
29.03% |
| Delta: |
0.48 |
| Theta: |
-0.05 |
| Omega: |
12.04 |
| Rho: |
0.06 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.290 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
+141.67% |
| YTD |
|
|
+168.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.590 |
0.185 |
| 6M High / 6M Low: |
0.590 |
0.081 |
| High (YTD): |
7/12/2024 |
0.590 |
| Low (YTD): |
4/18/2024 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.04% |
| Volatility 6M: |
|
255.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
