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BVT Call 96 NOVN 20.12.2024/  DE000VM3V6S6  /

EUWAX
2024-10-18  8:57:20 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.700EUR +1.45% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 96.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2023-10-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.73
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.46
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.46
Time value: 0.38
Break-even: 110.75
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.13
Spread %: 18.31%
Delta: 0.67
Theta: -0.05
Omega: 8.56
Rho: 0.11
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+32.08%
3 Months
  -12.50%
YTD  
+306.98%
1 Year  
+125.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.560
1M High / 1M Low: 0.690 0.420
6M High / 6M Low: 0.880 0.153
High (YTD): 2024-09-02 0.880
Low (YTD): 2024-04-19 0.153
52W High: 2024-09-02 0.880
52W Low: 2024-04-19 0.153
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   189.65%
Volatility 6M:   210.98%
Volatility 1Y:   188.59%
Volatility 3Y:   -