BVT Put 86 NOVN 20.12.2024
/ DE000VM3V7U0
BVT Put 86 NOVN 20.12.2024/ DE000VM3V7U0 /
| 11/15/2024 8:04:54 PM |
Chg.+0.014 |
Bid9:56:07 PM |
Ask9:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+33.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
86.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-178.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.63 |
| Time value: |
0.06 |
| Break-even: |
91.18 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-26.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.057 |
| Low: |
0.050 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-28.21% |
| YTD |
|
|
-92.91% |
| 1 Year |
|
|
-93.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.037 |
| 1M High / 1M Low: |
0.065 |
0.028 |
| 6M High / 6M Low: |
0.260 |
0.028 |
| High (YTD): |
4/18/2024 |
0.580 |
| Low (YTD): |
10/28/2024 |
0.028 |
| 52W High: |
11/16/2023 |
0.860 |
| 52W Low: |
10/28/2024 |
0.028 |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.301 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
342.64% |
| Volatility 6M: |
|
231.37% |
| Volatility 1Y: |
|
185.89% |
| Volatility 3Y: |
|
- |
