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BVT Put 86 NOVN 20.12.2024/  DE000VM3V7U0  /

EUWAX
2024-11-14  8:56:37 AM Chg.+0.002 Bid2:13:41 PM Ask2:13:41 PM Underlying Strike price Expiration date Option type
0.051EUR +4.08% 0.044
Bid Size: 162,000		 0.054
Ask Size: 162,000		 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: -157.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.60
Time value: 0.06
Break-even: 91.27
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 24.00%
Delta: -0.16
Theta: -0.02
Omega: -25.94
Rho: -0.02
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.39%
1 Month  
+6.25%
3 Months
  -50.00%
YTD
  -93.63%
1 Year
  -93.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.038
1M High / 1M Low: 0.062 0.024
6M High / 6M Low: 0.260 0.024
High (YTD): 2024-04-19 0.590
Low (YTD): 2024-10-29 0.024
52W High: 2023-11-16 0.860
52W Low: 2024-10-29 0.024
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   342.45%
Volatility 6M:   226.11%
Volatility 1Y:   180.69%
Volatility 3Y:   -