BVT Put 85 NOVN 20.12.2024
/ DE000VM5XXS3
BVT Put 85 NOVN 20.12.2024/ DE000VM5XXS3 /
| 2024-07-08 8:54:36 AM |
Chg.+0.018 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
+18.37% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VM5XXS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-76.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-1.12 |
| Time value: |
0.13 |
| Break-even: |
86.25 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
11.21% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-12.08 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.116 |
| High: |
0.116 |
| Low: |
0.116 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.50% |
| 1 Month |
|
|
-19.44% |
| 3 Months |
|
|
-71.71% |
| YTD |
|
|
-84.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.098 |
| 1M High / 1M Low: |
0.170 |
0.098 |
| 6M High / 6M Low: |
0.530 |
0.098 |
| High (YTD): |
2024-04-19 |
0.530 |
| Low (YTD): |
2024-07-05 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.99% |
| Volatility 6M: |
|
126.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
