BVT Call 96 NOVN 20.12.2024
/ DE000VM3V6S6
BVT Call 96 NOVN 20.12.2024/ DE000VM3V6S6 /
| 10/11/2024 7:43:15 PM |
Chg.+0.060 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
96.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
VM3V6S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.22 |
| Time value: |
0.44 |
| Break-even: |
109.12 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
20.00% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
9.70 |
| Rho: |
0.11 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.00% |
| 1 Month |
|
|
+5.17% |
| 3 Months |
|
|
-18.67% |
| YTD |
|
|
+252.60% |
| 1 Year |
|
|
+60.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.470 |
| 1M High / 1M Low: |
0.610 |
0.410 |
| 6M High / 6M Low: |
0.910 |
0.156 |
| High (YTD): |
9/2/2024 |
0.910 |
| Low (YTD): |
4/18/2024 |
0.156 |
| 52W High: |
9/2/2024 |
0.910 |
| 52W Low: |
4/18/2024 |
0.156 |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.375 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.34% |
| Volatility 6M: |
|
181.49% |
| Volatility 1Y: |
|
176.41% |
| Volatility 3Y: |
|
- |
