BVT Put 95 NOVN 20.09.2024
/ DE000VD49EJ5
BVT Put 95 NOVN 20.09.2024/ DE000VD49EJ5 /
2024-07-31 8:18:16 AM |
Chg.-0.017 |
Bid8:34:56 PM |
Ask8:34:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.107EUR |
-13.71% |
0.110 Bid Size: 23,000 |
0.140 Ask Size: 23,000 |
NOVARTIS N |
95.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
VD49EJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-70.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.18 |
Parity: |
-0.21 |
Time value: |
0.15 |
Break-even: |
98.06 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
27.19% |
Delta: |
-0.33 |
Theta: |
-0.02 |
Omega: |
-23.12 |
Rho: |
-0.05 |
Quote data
Open: |
0.107 |
High: |
0.107 |
Low: |
0.107 |
Previous Close: |
0.124 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.41% |
1 Month |
|
|
-61.79% |
3 Months |
|
|
-85.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.197 |
0.124 |
1M High / 1M Low: |
0.280 |
0.119 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.163 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |