BVT Call 96 NOVN 20.12.2024
/ DE000VM3V6S6
BVT Call 96 NOVN 20.12.2024/ DE000VM3V6S6 /
| 8/2/2024 9:53:54 AM |
Chg.-0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-15.63% |
-
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: |
16.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.18 |
| Time value: |
0.61 |
| Break-even: |
108.60 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
17.31% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
8.61 |
| Rho: |
0.18 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+213.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
0.800 |
0.153 |
| High (YTD): |
7/18/2024 |
0.800 |
| Low (YTD): |
4/19/2024 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.45% |
| Volatility 6M: |
|
199.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
