BVT Put 86 NOVN 20.12.2024/  DE000VM3V7U0  /

EUWAX
2024-08-15  8:55:37 AM Chg.-0.012 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.090EUR -11.76% -
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: -102.48
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -1.22
Time value: 0.10
Break-even: 89.26
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.13
Theta: -0.01
Omega: -13.83
Rho: -0.05
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.102
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.41%
1 Month  
+3.45%
3 Months
  -55.00%
YTD
  -88.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.102
1M High / 1M Low: 0.200 0.084
6M High / 6M Low: 0.590 0.084
High (YTD): 2024-04-19 0.590
Low (YTD): 2024-07-18 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.96%
Volatility 6M:   169.51%
Volatility 1Y:   -
Volatility 3Y:   -