BVT Put 92 NOVN 20.09.2024
/ DE000VM3V752
BVT Put 92 NOVN 20.09.2024/ DE000VM3V752 /
| 2024-07-16 8:56:26 AM |
Chg.+0.013 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+17.57% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
92.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
VM3V75 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-100.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.65 |
| Time value: |
0.10 |
| Break-even: |
93.39 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
19.05% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-19.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.89% |
| 1 Month |
|
|
-56.06% |
| 3 Months |
|
|
-89.88% |
| YTD |
|
|
-92.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.074 |
| 1M High / 1M Low: |
0.260 |
0.074 |
| 6M High / 6M Low: |
0.930 |
0.074 |
| High (YTD): |
2024-04-19 |
0.930 |
| Low (YTD): |
2024-07-15 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.83% |
| Volatility 6M: |
|
169.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
