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: |
|
- |