BVT Put 85 NOVN 20.12.2024
/ DE000VM5XXS3
BVT Put 85 NOVN 20.12.2024/ DE000VM5XXS3 /
| 15/08/2024 08:55:22 |
Chg.-0.011 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-12.09% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-112.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.33 |
| Time value: |
0.09 |
| Break-even: |
88.31 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-13.78 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.33% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
-55.06% |
| YTD |
|
|
-89.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.091 |
| 1M High / 1M Low: |
0.179 |
0.070 |
| 6M High / 6M Low: |
0.530 |
0.070 |
| High (YTD): |
19/04/2024 |
0.530 |
| Low (YTD): |
19/07/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.78% |
| Volatility 6M: |
|
183.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
