BVT Put 94 NOVN 20.12.2024
/ DE000VM3V7M7
BVT Put 94 NOVN 20.12.2024/ DE000VM3V7M7 /
| 9/6/2024 8:56:25 AM |
Chg.+0.026 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+14.13% |
-
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: |
-40.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.41 |
| Time value: |
0.26 |
| Break-even: |
97.82 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
19.27% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-12.54 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.184 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
-52.27% |
| 3 Months |
|
|
-48.78% |
| YTD |
|
|
-85.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.133 |
| 1M High / 1M Low: |
0.440 |
0.133 |
| 6M High / 6M Low: |
1.170 |
0.133 |
| High (YTD): |
4/19/2024 |
1.170 |
| Low (YTD): |
9/2/2024 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.49% |
| Volatility 6M: |
|
166.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
