BVT Put 88 NOVN 20.12.2024
/ DE000VM3V7Z9
BVT Put 88 NOVN 20.12.2024/ DE000VM3V7Z9 /
| 2024-09-09 7:51:00 PM |
Chg.-0.020 |
Bid9:51:43 PM |
Ask9:51:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-19.80% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
88.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VM3V7Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 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: |
-91.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
0.11 |
| Break-even: |
92.87 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.87% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-14.54 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.089 |
| High: |
0.090 |
| Low: |
0.081 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.00% |
| 1 Month |
|
|
-46.36% |
| 3 Months |
|
|
-61.24% |
| YTD |
|
|
-91.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.101 |
0.060 |
| 1M High / 1M Low: |
0.151 |
0.060 |
| 6M High / 6M Low: |
0.700 |
0.060 |
| High (YTD): |
2024-04-18 |
0.700 |
| Low (YTD): |
2024-09-02 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.26% |
| Volatility 6M: |
|
178.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
