BVT Put 94 NOVN 20.12.2024
/ DE000VM3V7M7
BVT Put 94 NOVN 20.12.2024/ DE000VM3V7M7 /
| 8/15/2024 8:55:37 AM |
Chg.-0.035 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.235EUR |
-12.96% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
94.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
VM3V7M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.38 |
| Time value: |
0.28 |
| Break-even: |
95.86 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-11.66 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.235 |
| High: |
0.235 |
| Low: |
0.235 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.56% |
| 1 Month |
|
|
+8.29% |
| 3 Months |
|
|
-51.04% |
| YTD |
|
|
-83.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.480 |
0.209 |
| 6M High / 6M Low: |
1.170 |
0.209 |
| High (YTD): |
4/19/2024 |
1.170 |
| Low (YTD): |
7/18/2024 |
0.209 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.639 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.53% |
| Volatility 6M: |
|
161.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
