BVT Put 90 NOVN 20.12.2024
/ DE000VM3V7Y2
BVT Put 90 NOVN 20.12.2024/ DE000VM3V7Y2 /
| 2024-11-15 8:04:48 PM |
Chg.+0.036 |
Bid9:57:14 PM |
Ask9:57:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
+31.86% |
-
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: |
-64.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.20 |
| Time value: |
0.15 |
| Break-even: |
94.46 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
29.66% |
| Delta: |
-0.35 |
| Theta: |
-0.03 |
| Omega: |
-22.10 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.133 |
| High: |
0.152 |
| Low: |
0.133 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.23% |
| 1 Month |
|
|
+112.86% |
| 3 Months |
|
|
+13.74% |
| YTD |
|
|
-86.33% |
| 1 Year |
|
|
-86.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.099 |
| 1M High / 1M Low: |
0.139 |
0.053 |
| 6M High / 6M Low: |
0.410 |
0.053 |
| High (YTD): |
2024-04-18 |
0.840 |
| Low (YTD): |
2024-10-28 |
0.053 |
| 52W High: |
2023-11-16 |
1.160 |
| 52W Low: |
2024-10-28 |
0.053 |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.445 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
370.97% |
| Volatility 6M: |
|
236.84% |
| Volatility 1Y: |
|
187.71% |
| Volatility 3Y: |
|
- |
