BVT Put 84 NOVN 20.12.2024/  DE000VM3V7V8  /

EUWAX
2024-07-31  8:53:07 AM Chg.- Bid9:00:07 AM Ask9:00:07 AM Underlying Strike price Expiration date Option type
0.067EUR - -
Bid Size: -
-
Ask Size: -
NOVARTIS N 84.00 CHF 2024-12-20 Put
 

Master data

WKN: VM3V7V
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 84.00 CHF
Maturity: 2024-12-20
Issue date: 2023-10-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -128.48
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.44
Time value: 0.08
Break-even: 87.56
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 14.29%
Delta: -0.11
Theta: -0.01
Omega: -13.84
Rho: -0.05
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.86%
1 Month
  -32.32%
3 Months
  -76.07%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.067
1M High / 1M Low: 0.104 0.067
6M High / 6M Low: 0.480 0.067
High (YTD): 2024-01-03 0.490
Low (YTD): 2024-07-31 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.63%
Volatility 6M:   136.05%
Volatility 1Y:   -
Volatility 3Y:   -