BVT Call 98 NOVN 20.12.2024
/ DE000VM3V6W8
BVT Call 98 NOVN 20.12.2024/ DE000VM3V6W8 /
| 02/08/2024 09:53:54 |
Chg.-0.090 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-17.65% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
98.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
VM3V6W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.39 |
| Time value: |
0.49 |
| Break-even: |
109.54 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
19.51% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
9.55 |
| Rho: |
0.16 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+96.26% |
| YTD |
|
|
+197.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.660 |
0.290 |
| 6M High / 6M Low: |
0.660 |
0.121 |
| High (YTD): |
18/07/2024 |
0.660 |
| Low (YTD): |
19/04/2024 |
0.121 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.81% |
| Volatility 6M: |
|
208.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
