BVT Put 82 NOVN 20.09.2024
/ DE000VM3V745
BVT Put 82 NOVN 20.09.2024/ DE000VM3V745 /
| 2024-07-31 5:06:06 PM |
Chg.-0.001 |
Bid8:00:39 PM |
Ask8:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-5.88% |
0.016
Bid Size: 23,000 |
0.031
Ask Size: 23,000 |
NOVARTIS N |
82.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
VM3V74 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-327.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-1.57 |
| Time value: |
0.03 |
| Break-even: |
85.59 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.01 |
| Spread %: |
82.35% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-19.36 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-52.94% |
| 3 Months |
|
|
-87.50% |
| YTD |
|
|
-96.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.017 |
| 1M High / 1M Low: |
0.038 |
0.017 |
| 6M High / 6M Low: |
0.300 |
0.017 |
| High (YTD): |
2024-01-03 |
0.320 |
| Low (YTD): |
2024-07-30 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.54% |
| Volatility 6M: |
|
174.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
