BVT Put 75 NVSEF 20.09.2024
/ DE000VM5XYN2
BVT Put 75 NVSEF 20.09.2024/ DE000VM5XYN2 /
| 2024-06-21 10:31:32 AM |
Chg.-0.003 |
Bid10:31:32 AM |
Ask10:31:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
75.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM5XYN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-331.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
-2.45 |
| Time value: |
0.03 |
| Break-even: |
74.70 |
| Moneyness: |
0.75 |
| Premium: |
0.25 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.01 |
| Spread %: |
76.47% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-13.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.017 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-80.23% |
| YTD |
|
|
-92.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.023 |
0.017 |
| 6M High / 6M Low: |
0.130 |
0.017 |
| High (YTD): |
2024-01-03 |
0.154 |
| Low (YTD): |
2024-06-21 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.73% |
| Volatility 6M: |
|
159.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
