BVT Put 82 NOVN 20.12.2024
/ DE000VM3V7P0
BVT Put 82 NOVN 20.12.2024/ DE000VM3V7P0 /
| 09/10/2024 08:56:57 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
82.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
VM3V7P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 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: |
-213.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-1.76 |
| Time value: |
0.05 |
| Break-even: |
86.60 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
25.64% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-15.51 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
-27.69% |
| YTD |
|
|
-91.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.046 |
| 1M High / 1M Low: |
0.054 |
0.027 |
| 6M High / 6M Low: |
0.400 |
0.027 |
| High (YTD): |
03/01/2024 |
0.410 |
| Low (YTD): |
26/09/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.39% |
| Volatility 6M: |
|
183.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
