BVT Call 98 NOVN 20.12.2024
/ DE000VM3V6W8
BVT Call 98 NOVN 20.12.2024/ DE000VM3V6W8 /
| 15/11/2024 08:55:51 |
Chg.-0.001 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-2.63% |
-
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: |
155.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.65 |
| Time value: |
0.06 |
| Break-even: |
105.16 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.02 |
| Spread %: |
43.18% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
28.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.14% |
| 1 Month |
|
|
-92.45% |
| 3 Months |
|
|
-92.45% |
| YTD |
|
|
-73.76% |
| 1 Year |
|
|
-73.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.036 |
| 1M High / 1M Low: |
0.560 |
0.036 |
| 6M High / 6M Low: |
0.710 |
0.036 |
| High (YTD): |
02/09/2024 |
0.710 |
| Low (YTD): |
13/11/2024 |
0.036 |
| 52W High: |
02/09/2024 |
0.710 |
| 52W Low: |
13/11/2024 |
0.036 |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.305 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
383.61% |
| Volatility 6M: |
|
247.09% |
| Volatility 1Y: |
|
226.46% |
| Volatility 3Y: |
|
- |
