BVT Put 95 NOVN 20.12.2024
/ DE000VC21HL5
BVT Put 95 NOVN 20.12.2024/ DE000VC21HL5 /
| 2024-11-15 8:04:42 PM |
Chg.+0.090 |
Bid9:51:39 PM |
Ask9:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+24.32% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VC21HL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
0.15 |
| Break-even: |
96.53 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
26.32% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-13.02 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.420 |
| High: |
0.470 |
| Low: |
0.420 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.43% |
| 1 Month |
|
|
+228.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.460 |
0.119 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
