BVT Put 90 NOVN 20.12.2024
/ DE000VM3V7Y2
BVT Put 90 NOVN 20.12.2024/ DE000VM3V7Y2 /
| 2024-07-09 8:55:28 AM |
Chg.-0.018 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
-8.82% |
-
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: |
-46.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.68 |
| Time value: |
0.21 |
| Break-even: |
90.53 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
13.98% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-11.36 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.186 |
| High: |
0.186 |
| Low: |
0.186 |
| Previous Close: |
0.204 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.85% |
| 1 Month |
|
|
-33.57% |
| 3 Months |
|
|
-72.65% |
| YTD |
|
|
-83.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.179 |
| 1M High / 1M Low: |
0.310 |
0.179 |
| 6M High / 6M Low: |
0.860 |
0.179 |
| High (YTD): |
2024-04-19 |
0.860 |
| Low (YTD): |
2024-07-05 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.43% |
| Volatility 6M: |
|
127.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
