BVT Put 86 NOVN 20.12.2024
/ DE000VM3V7U0
BVT Put 86 NOVN 20.12.2024/ DE000VM3V7U0 /
| 2024-08-02 8:02:51 PM |
Chg.+0.037 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
+42.53% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
86.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VM3V7U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 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: |
-74.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.14 |
| Break-even: |
90.46 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
12.40% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-13.61 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.106 |
| High: |
0.124 |
| Low: |
0.106 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.84% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-67.37% |
| YTD |
|
|
-84.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.086 |
| 1M High / 1M Low: |
0.131 |
0.086 |
| 6M High / 6M Low: |
0.580 |
0.086 |
| High (YTD): |
2024-04-18 |
0.580 |
| Low (YTD): |
2024-07-31 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.02% |
| Volatility 6M: |
|
147.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
