BVT Put 90 NOVN 20.12.2024
/ DE000VM3V7Y2
BVT Put 90 NOVN 20.12.2024/ DE000VM3V7Y2 /
| 2024-10-11 8:07:29 PM |
Chg.-0.016 |
Bid9:15:17 PM |
Ask9:15:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-15.69% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VM3V7Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-88.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.12 |
| Break-even: |
94.93 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
15.69% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-16.20 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.095 |
| High: |
0.097 |
| Low: |
0.086 |
| Previous Close: |
0.102 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.86% |
| 1 Month |
|
|
-42.28% |
| 3 Months |
|
|
-41.50% |
| YTD |
|
|
-92.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.118 |
0.093 |
| 1M High / 1M Low: |
0.149 |
0.082 |
| 6M High / 6M Low: |
0.840 |
0.075 |
| High (YTD): |
2024-04-18 |
0.840 |
| Low (YTD): |
2024-09-02 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.31% |
| Volatility 6M: |
|
188.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
