BVT Put 75 NOVN 20.12.2024
/ DE000VM5XX70
BVT Put 75 NOVN 20.12.2024/ DE000VM5XX70 /
| 15/08/2024 08:55:22 |
Chg.-0.002 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
75.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
VM5XX7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-232.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-2.38 |
| Time value: |
0.04 |
| Break-even: |
78.28 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-12.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-44.26% |
| YTD |
|
|
-88.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.035 |
| 1M High / 1M Low: |
0.063 |
0.004 |
| 6M High / 6M Low: |
0.188 |
0.004 |
| High (YTD): |
03/01/2024 |
0.226 |
| Low (YTD): |
19/07/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,485.18% |
| Volatility 6M: |
|
1,030.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
